Peel, core, and dice the apples into small cubes.

Combine the apples, brown sugar, cinnamon, and vanilla in a saucepan and cook over medium heat until juices start to form, about 3 minutes.

In a small bowl, mix the apple cider (or apple juice) and cornstarch, then pour into the saucepan. Turn the heat up to high and cook for an additional 3 minutes, stirring constantly, until thickened. Remove from heat and set aside.

In a large mixing bowl, sift the flour. Cut the cold butter into cubes and work it into the flour until it resembles tiny lumps.

In a separate bowl, combine the egg yolks and salt. Microwave the milk at 30-second intervals until steaming hot, then gradually pour it into the egg mixture while stirring constantly.

Pour the milk and egg mixture into the flour mixture and stir until a dough forms. Knead the dough on a floured surface for about 1 minute until smooth.

Divide the dough into 6 equal pieces and roll each into a ball. Roll each ball out into circles.

Fill each circle with 2 tablespoons of apple pie filling, fold the dough in half, and pinch the edges to seal. Crimp the edges with a fork.

Heat oil in a deep skillet or fryer to 350 degrees. Fry the pies one at a time for about 2 minutes per side until light golden brown. Place fried apple pies on a paper towel to drain.

For the glaze, whisk together powdered sugar, vanilla, and milk until smooth. Glaze the pies while they are still warm.