Step 1: Remove puff pastry from freezer, unwrap pastry and place on a floured work surface to thaw.
Step 2: Meanwhile; in a large saucepan over medium heat combine apples, lemon juice, sugars, cinnamon and nutmeg. Mix well. Stir occasionally until mixture begins to bubble.
Step 3: Meanwhile combine water and flour in a bowl until smooth. Add to pot, continue boiling, stirring constantly until apples are softened, approximately 5 minutes. Remove from heat, stir in vanilla. Set aside to cool.
Step 4: In a heavy-bottomed pan with deep sides, heat about 2-inches of oil to 350 degrees.
Step 5: Meanwhile, using a sharp knife cut each pasty sheet into 3 equal long pieces. Lay pasty sheet strips out horizontally on floured work surface. Place 1/4 cup apple pie filling on the left half of each dough strip. Moisten your clean fingers and wet the edge of the pastry. Gently pick up the right side of the dough and fold dough on top of the left side, encasing the filling (if any filling seeps out push it back in).
Step 6: Gently press along the edge with the tines of a fork. Once all pies are assembled fry them 2 at a time. Cook for 3-4 minutes total, carefully flipping them over halfway through. Remove pies from oil when they are a nice golden brown. Place pies on a stack of paper towels. Sprinkle them with sugar and cinnamon. Repeat until all pies are cooked.
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