Taquitos are tortillas that have been filled, rolled and fried crisp. We've cooked them in lard, but you could use vegetable oil.
Note Guajillo chillies are commonly used in Mexican cooking. If they're unavailable, substitute a long red dried chilli. Yellow masa flour (also known as masa harina or harina de maíz) is a yellow nixtamalised corn flour. If you don't have a tortilla press, you can use a rolling pin to flatten the tortillas. Yellow masa flour, tortilla presses and guajillo chillies are available from Mexican food shops including Monterey Mexican Foods.