It is not necessary to deep-fry a funnel cake. One alternative is to bake a funnel cake in an oven, as in a recipe provided by DiabeticLivingOnline.com.
To bake a funnel cake, first preheat the oven to 400 degrees Fahrenheit. Next, spray a large baking sheet with cooking spray until covered entirely. Then place a wire rack over waxed paper and set aside.
Combine 1 cup of water, 1/2 cup of butter and 1/8 of a teaspoon of salt together in a saucepan and bring to the boil. Add 1 cup of all-purpose flour to the mixture and stir thoroughly until the mixture forms a ball, and remove from heat. Cool for 10 minutes before adding eggs one at a time. Beat well with a mixing spoon after each egg.
Spoon the dough into a re-sealable plastic bag and cut a small hole in one corner. Pipe dough onto baking sheet in 12 separate 3- to 4-inch circles. Cross the circles with swirls and criss-cross shapes to resemble regular funnel cakes. Bake in the oven for 20 minutes or until slightly browned, and then remove and transfer to wire rack. Sift powdered sugar over cake and serve.