Never have tried it...I don't deep fry much, but judging from what I've seen and heard from my wife's kitchen (she and my daughters cook indoors, I cook outdoors)...
...they shouldn't bulge-up badly and burst..the puncture hole from the injection will also act as a vent when the additional liquids begin to expand from heating up. They will likely cause alot of spatter after a minute or two (caused from the juices escaping out the holes...water boils violently in 325* oil)...just ease them down into the hot oil like anything else and get a lid on the fryer pot ASAP.
Hmm...trying to think ahead a bit on this...maybe give them about 1-1/2 to 2 hours to rest in a covered bowl in the fridge to let the injected marinade absorbe into the meat...an equilization period, of sorts. This may help to keep more of the natural juices and marinade from oozing out of the injection sites. Pull from the bowl and toss on your rub of choice (or not) and get fryin'.
Should be pretty darn tasty, IMO, Rich...get down, get funky, do the jones!!!
Ditto on gotta see this!!!
Eric