For the dough: Sift the dry ingredients together in a bowl. Cut in shortening until well combined using a fork or pastry cutter. Whisk egg and milk together and mix until the dough comes together. Wrap in plastic wrap and refrigerate one hour or until you are ready to make the pies.

Add apples, sugar, cinnamon, nutmeg, salt in a bowl and toss together. Add water and cornstarch to a pan and whisk together. Add apples and mix together. Place over medium- high heat. Cook, stirring often about 10 minutes. Pour into a bowl and set aside to cool.

When you are ready to make the pies, divide the dough into thirds. Roll dough out over a well floured surface. Add additional flour to the top of the dough if needed to make it easy to roll.

Use a 4 - 5 inch circle (a small saucer or large cookie cutter) to cut pastry into circles.

Add about 1 tablespoon of apple filling to the center of each circle.

Fold over and pinch seams closed. Fold edges over and press edges with a fork. Repeat with remaining ingredients.

Heat oil to 375 degrees.

Cook 2 or 3 pies at a time, turning to brown both sides. Remove from oil to a paper towel lined rack to drain.

Whisk powdered sugar and milk together until smooth in a medium sized bowl.

Dip fried pies into icing and drain on a wire rack placed in a baking pan until icing is set, about 10 -15 minutes.

Serve immediately.