The deep-fried Mars bar sandwich is a chip-shop dare with bread wrapped round it, and the dare is the entire premise. A Mars bar is chilled, dipped in the same batter the shop uses for fish, and dropped in the fryer until the coating crisps and the centre goes molten, then it is folded into soft white bread. The bread is not there to make it sensible. It is there because the chip shop puts things in bread, and putting the most excessive thing on the menu in bread is the joke being made. The sandwich works as a sandwich at all only because it obeys one rule honestly: a hot, soft, almost liquid filling in a plain soft carrier.
The craft, such as it is, is the same frying problem the shop already knows. The bar goes in cold and stays in the batter only briefly, because the point is a set, crisp shell around a centre that has just turned to running caramel and chocolate; too long and the whole thing collapses into the oil. The batter has to seal completely on the way in or the melt escapes and there is nothing left to put in the bread. Soft white bread is the carrier because it yields to the filling rather than fighting it and because a roll with real chew would be absurd against something this soft. It is eaten the moment it is wrapped, since the contrast of crisp shell and molten centre is the only thing the sandwich has and it survives about a minute.
The variations are the chip shop's other battered sweets folded into the same logic. A battered Snickers or Bounty run through the identical process; the bar served loose with chips and no bread at all, which is the more usual form; a dusting of sugar or a drizzle pushing it further toward pudding. Each is the same seaside dare wearing a different wrapper and deserves its own article rather than being crowded in here.