Deep-Fried Macaroni and Cheese consists of Macaroni and Cheese, formed into balls, coated with a batter, then deep-fried on a stick and served on the stick.
Fancy versions use several different types of cheese in the Macaroni and Cheese. Some add a bit of jalapeno.
It is sometimes served as balls or wedges, without the stick and with a side sauce, such as ketchup or a fancier version of ketchup, such as chipotle ketchup, etc.
The earliest appearance that CooksInfo.com knows of Deep-Fried Macaroni and Cheese is in 2002, at the Minnesota State Fair in St. Paul, Minnesota. 
It first appeared at the Texas State Fair in 2006. 
 “At the Minnesota State Fair, which opened in St. Paul last week, 36 different food items are sold on a stick. I only regret that on my trip to the Twin Cities I did not get to try… Deep-fried macaroni and cheese on a stick. New this year. One TV guy went live with his review the other night. Loved it. ” — King, Peter. Maturing Moss is looking at a fantasy dream season. Sports Illustrated Magazine. 26 August 2002.
 “..One of six new fair foods being judged at the second annual Big Tex Choice Awards Contest today. The entries – including fried pralines, fried cosmopolitans and fried macaroni and cheese” [Ed: foods are not allowed to compete in the Big Tex Choice Awards unless they are brand new to the Texas State Fair.] — Menzer, Katie. What will State Fair vendors fry next? Dallas Morning News. 4 September 2006.
McGinn, Dave. Deep-fried mac ‘n’ cheese: the ultimate comfort food. Toronto, Canada: The Globe and Mail. 5 January 2010.