Preparation - Cut the cheese into sticks, about 3" long x 1/2" wide. Place the sticks on a baking sheet or tray and freeze for about one hour. Combine the baking mix, paprika, egg, and milk and mix until smooth. Dip each stick in the batter, covering the cheese completely. Heat vegetable oil in a deep fryer or pour vegetable oil, about 2" deep into a large heavy skillet. Fry the cheese sticks, at 375º, a few at a time, for about 2 minutes or until golden brown. Drain on paper towels. Let stand for 2 to 3 minutes before serving. Serve with marinara sauce on the side for dipping.