Make the Dough: In a medium bowl, whisk together the flour, salt, and baking powder. Using a pastry cutter or fork, cut in the shortening until the mixture resembles coarse crumbs with small pea-sized bits of fat throughout. This texture helps create a tender, flaky crust once fried.
Add the Milk: Gradually stir in the milk, mixing gently until a soft dough forms. It should come together easily without being sticky. If needed, sprinkle in a teaspoon of flour at a time until the dough is workable. Shape into a ball, cover, and let rest for about 10–15 minutes while you prepare the filling.
Prepare the Apple Filling: In a small saucepan, add the chopped apples, brown sugar, and cinnamon. Cook over medium heat, stirring occasionally, until the apples begin to soften and release their juices — about 5–7 minutes. Add the vanilla, then stir in a cornstarch slurry (cornstarch mixed with water) to thicken the filling to a jam-like consistency. Remove from heat and cool completely before assembling the pies.
Shape the Pies: On a lightly floured surface, roll out the dough to about ⅛ inch thick. Cut into circles (5–6 inches in diameter) using a round cutter or small bowl. Spoon a small amount of cooled apple filling into the center of each circle, being careful not to overfill. Fold the dough over to form a half-moon shape, pressing the edges together firmly to seal. Use a fork to crimp the edges for a decorative, secure seal.
