In a large mixing bowl, sift the flour. Cut the cold butter into cubes, then use a pastry cutter to work the flour until all the butter is tiny lumps. Combine the egg yolks and salt in a separate bowl.
Microwave the milk in 30-second intervals until it is steaming hot. Pour in the hot milk little by little into the egg mixture and stir constantly.
Last but not least, add the milk and egg mixture to the flour mixture and stir until you have a dough. Then, place the dough onto parchment paper and knead it for about 1 minute or until it appears smooth.
Then divide the pie dough into six equal pieces and roll each one into a ball. Roll each ball into a circle using a rolling pin or a glass. (Don’t worry if your circle isn’t perfectly round, we’ll cut it off once it is folded.)
Place 2 tablespoons of apple pie filling in each circle and fold the dough in half.
Next, pinch the edges together to seal them, and if desired, cut away any excess with a pastry wheel or pizza cutter. Using a fork, crimp down the edges of the pie so that the filling remains intact when fried. (You can always make another pie with the excess filling).
Then, heat up oil in a deep saucepan or deep fryer to 350 degrees.
If you don’t have a thermometer, you can always use the wooden spoon trick by sticking it in the middle of the pot. When you see bubbles forming around the handle, it’s ready.
Once the oil is hot enough, add your pies one at a time and fry them until golden brown, about 2 minutes per side. Drain the fried apple pies on a paper towel.