In a large saucepan, bring 4 cups of milk to a simmer.

Pour in the polenta and jalapeños and stir until thickened. Sprinkle in the cheddar cheese until melted in, then add remaining milk until creamy. Feel free to add more milk or water as needed to achieve a creamy texture.

Add a thin layer of vegetable oil to a small skillet over medium high heat.

Beat the egg in a small bowl. Add the sliced jalapeños to the egg and turn to coat. Add the polenta to a small dish. Remove the jalapeños from the egg, allowing any excess to drip off, and add to polenta. Turn to coat evenly.

Add the breaded jalepenos to the hot oil and quickly fry, turning until both sides are golden brown.

Serve polenta topped with fried jalapeños.