Peel, core, and dice 2 large apples into small cubes.

Combine 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, combine apple cider and cornstarch, then pour into the saucepan. Increase heat to high and cook for an additional 3 minutes, stirring constantly until thickened.

Remove from heat and set aside.

Sift flour into a large mixing bowl.

Cut cold butter into cubes and integrate into the flour until it resembles tiny lumps using a pastry cutter.

In a separate bowl, whisk together egg yolks and salt. Gradually pour in the hot milk while stirring constantly.

Combine the milk and egg mixture with the flour mixture, stirring until a dough forms.

Transfer dough onto parchment paper and knead for 1 minute until smooth.

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

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

Crimp edges with a fork to secure the filling.

Heat oil in a deep fryer or saucepan to 350 degrees.

Fry pies one at a time for 2 minutes per side or until light golden brown. Drain on a paper towel.

Whisk together powdered sugar, vanilla, and milk until smooth.

Glaze warm pies quickly after frying while they are still hot.

Let glaze set for a few minutes before serving.