well, the mars bars are rolled in batter before they are fried (just like all our other deep fried food), so they don't leak out.
As for deep fried pizza, that is so normal in scotland that only foreigners even comment on it (usually it's australians saying how they can't imagine anybody would ever eat such a thing et c)
myself i don't tend to eat deep fried food, but i have had deep fried pizzas, also i have had two deep fried mars bars in my life. They are an experience you must have once in your life if you can. Share it with a friend if you can, as you might not manage a whole one.
They are like concentrated blocks of sugar and fat.