Crust:
2 cups all-purpose flour
1 teaspoon kosher salt
1/2 cup shortening
½ cup milk
Filling:
1/4 cup butter
1 cup dark brown sugar
1/2 teaspoon kosher salt
1/2 teaspoon cinnamon
3 tart apples, peeled, cored and cut into 1/4-inch dice
1 teaspoon cornstarch stirred into 1 teaspoon cold water.
Vegetable oil for frying
Crust: In a large bowl, mix flour and salt. Mix in shortening, then stir in milk just until a soft dough forms. Cover with plastic while making filling.
Filling: In a skillet, melt butter and whisk in brown sugar, salt and cinnamon. Cook, stirring, until sugar dissolves. Stir in apples and simmer until soft, about 5 minutes. Stir in cornstarch mixture and simmer and sauce has thickened, about 3 minutes more. Let filling cool slightly. (If filling is still too runny, you can strain sauce through a mesh strainer and reduce further.)
In a Dutch oven or heavy saucepan, heat 2 inches of oil to 375F.
Roll out dough to 1/8-inch thick and cut out 3-inch circles. Top half the circles with about a tablespoon of filling, then top with the second dough rounds. Use a fork to seal, crimping both sides.
Fry until dark golden brown, about 3 minutes. Drain on a rack and serve warm.