Step 1: Place apples in a medium saucepan and add water to cover. Bring to a boil and then reduce heat. Simmer, uncovered, 30 minutes or until apples are soft.
Step 2: Remove from heat and let stand, uncovered, for 1 hour. Drain off any standing liquid. Mash apples coarsely with a fork or pastry blender. Again, drain off any standing liquid. The filling should be very thick.
Step 3: Stir in butter, sugar, cinnamon, and nutmeg. Cover and chill.
Step 4: In a large bowl, whisk together the flour and salt. Work in the shortening with a pastry blender or fingertips until the mixture is crumbly.
Step 5: Sprinkle milk, 1 tablespoon at a time, evenly over surface; stir with a fork until dry ingredients are moistened.
Step 6: Divide the pastry into 6 equal portions. Roll each portion to 1/8-inch thickness on a lightly floured surface and cut each into a 6-inch round. (A saucer makes a nice guide.)
Step 7: Spoon one-sixth of the apple filling on half of each round. Moisten edge of pastry, fold dough over apple filling, press edges to seal. Crimp edges with a fork.
Step 8: Pour oil to a depth of 1/2 inch into a large, heavy skillet, preferably cast iron. Heat over medium-high heat. Then, working in batches, fry the pies 3 minutes on each side or until they are golden brown, turning once. Drain well on paper towels.
Step 9: If desired, dust with powdered sugar while pies are still warm. Serve warm or at room temperature.
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