Heat oil to 375° in a medium heavy bottom pan or deep fryer.
In a medium bowl, whisk dry ingredients together.
In a small bowl, mix egg, buttermilk and oil together and add to dry ingredients. Stir just until moistened.
Prior to dipping the cheese into the batter, dry each piece with a paper towel.
Using a skewer or slotted spoon, dip each piece of cheese into the batter, cover completely, then add to the hot oil by dipping the skewer into the hot oil or place 6-8 at a time into the hot oil using a slotted spoon. Make sure not to overcrowd the pan.
Fry until golden brown on all sides and place on a plate lined with paper towels.
Repeat with the remaining cheese pieces.