1-First, prepare the filling by combining the 2 large apples (peeled, cored, and diced), 1/4 cup brown sugar, 1/2 teaspoon cinnamon, and 1 teaspoon vanilla in a small saucepan. Cook over medium heat until juices form, about 3 minutes. In a separate bowl, mix 2 teaspoons cider with 1 teaspoon cornstarch to create a slurry, then add it to the pan and increase the heat to high, stirring until the mixture thickens, about 3 more minutes. Remove from heat and set aside.

2-For the dough, cut 4 tablespoons butter into 2 cups sifted flour until pea-sized lumps form. In another bowl, beat 2 egg yolks with 1/4 teaspoon salt, then slowly add 1/3 cup hot milk while stirring. Combine this mixture with the flour and butter, then knead the dough on parchment paper until smooth, about 1 minute. Divide the dough into 6 balls, roll each into 6-inch circles, and fill each with 2 tablespoons of the prepared filling. Fold the dough over the filling, seal the edges by pinching and crimping or using a fork (wet the edges if needed), and set aside.

3-Heat the vegetable or canola oil to 350 degrees in a deep pan. Fry the pies one at a time until golden brown on both sides, about 2-3 minutes per side, then drain on paper towels. For the glaze, whisk together 1 cup powdered sugar, 1 teaspoon vanilla, and 2 tablespoons milk until smooth, then brush onto the warm pies, letting it dry before applying a second coat if desired.