Combine apples, sugar, and spices in a skillet over medium heat. Simmer until the apples have softened and the liquid has reduced into a thick, amber syrup. Pro Tip: If the filling is too watery, the steam will burst the dough during frying. Aim for a "jam-like" consistency before removing from heat.

Roll out your dough and use a 3-inch circular cutter (or a large glass) to create 11–12 perfect circles. Crucial: Uniform circles ensure that all pies cook at the same rate.

Place a small heaping tablespoon of the cooled apple mixture in the dead center of each circle. Overfilling is the most common cause of "blowouts" in the oil.

Fold the dough into a crescent. Pinch the edges firmly with your fingers first, then go back over the edge with the tines of a fork. This "crimp-seal" creates a decorative edge and a mechanical lock.

Heat a few inches of oil in a deep-sided skillet over medium-high. Fry the pies for 1–2 minutes per side. You are looking for a "puffed" appearance and a deep golden-brown hue.

Move the pies to a paper towel-lined rack. Cooling them on a rack rather than a flat plate allows air to circulate, keeping the bottom of the pie from getting greasy.

Whisk the powdered sugar, vanilla, and milk. Drizzle over the pies while they are still slightly warm. The residual heat will help the glaze set into a thin, crackly shell.