The deep-fried thing is rather exaggerated, although I'm sure you can find it in a chippie somewhere. (In fact, the deep-fried mars bar was invented in Stonehaven, on the other side of the country, in 1995...) ISTR reading that about 1 in 5 chippies in Scotland do such delicacies - but I'll leave others to recommend a specific example. I do know a couple in Ayrshire, but that's probably not much help!
However, while you're in Glasgow, why not go for a
munchy box?