As far as I can tell, the main health danger from deep frying is when the high heat causes poly unsaturated oils to break bonds and reform as trans fats. These are to be avoided at all cost. Oils that are primarily monosaturated or fully saturated are more resistant to the formation of trans fats, if at all. This accounts for the recommendation of fats that are solid at room temp, like lard or coconut oil, or highly monosaturated, like avocado oil.
I would also recommend frying no more than to the stage where the breading or batter or skin is golden, not darker brown. This means fewer toxic compounds like acrylamides may have been formed. Acrylamides are suspected carcinogens. It will also give a less bitter taste to the final product. So if you naturally tend to avoid bitter foodstuff (like dark bread crust, brown fried food, etc, as I always have) then so much the better.
I would also recommend frying no more than to the stage where the breading or batter or skin is golden, not darker brown. This means fewer toxic compounds like acrylamides may have been formed. Acrylamides are suspected carcinogens. It will also give a less bitter taste to the final product. So if you naturally tend to avoid bitter foodstuff (like dark bread crust, brown fried food, etc, as I always have) then so much the better.