To make the dough
Sift the flour, baking powder, and salt into the bowl of a stand mixer (use a large bowl if mixing by hand). Add the melted shortening, eggs, and milk. Using the paddle attachment, mix the dough on low speed until the dry ingredients are moistened. Increase the speed to medium and knead the dough until it is no longer sticky, about 2 to 3 minutes, adding more flour, one tablespoon at a time, if the dough seems very wet or sticky. (If mixing by hand, it will take about 5 minutes to knead the dough.) Divide the dough in half, wrap each half in plastic wrap, and refrigerate for 1 hour.
To make the filling
Meanwhile, make the apple filling. Line a rimmed baking sheet with parchment paper. Whisk 1/4 cup of the apple juice or cider with the cornstarch in a small bowl and set aside. Place the apples, sugar, nutmeg, and cinnamon in a large bowl. Wrap one half of the vanilla bean well in plastic wrap, and reserve for another use. Slice the remaining half lengthwise down the middle. Open the pod and use the knife to scrape out the seeds; discard the pod. Add the seeds to the apples and toss with the sugar and spices.
Melt the butter in a large pot over medium-high heat. Once melted, let the butter simmer for 20 seconds, then stir in the apples. Cook with a lid askew until the apples start to soften, about 5 to 7 minutes, stirring occasionally. Add the remaining 1/4 cup of apple juice or cider and simmer, stirring occasionally, until the liquid is reduced by half, about 2 to 3 minutes. Stir in the cornstarch slurry and cook until the mixture is thickened, 3 to 4 minutes. Transfer to the prepared baking sheet (or a large bowl) and cool to room temperature, and then cover with plastic wrap and refrigerate until cold.
To make the piecrusts
Once the apples have chilled, make the piecrusts. Line a rimmed baking sheet with parchment paper. Place a small dish of water next to your work surface. Generously flour the work surface and roll one dough ball into a 1/8-inch-thick circle. Use a 3 1/2- to 4-inch biscuit or cookie cutter to cut out rounds from the dough. Place the circles on the prepared baking sheet, cover with a sheet of parchment paper and place them in the refrigerator to keep cool. Set the dough scraps aside and reflour your work surface. Repeat with the second piece of dough and refrigerate the stamped out rounds. Press all of the scraps together, roll them into a 1/8-inch-thick circle, cut out rounds, and refrigerate. Discard the leftover scraps. (Discard the scraps after rolling the second time; the dough gets too tough to roll a third time.)
To assemble and cook the pies
Place 1 1/2 to 2 Tbs. of cold apple filling in the center of each dough circle. Using your finger or a pastry brush, moisten the edge of the bottom half of the circle with water and fold the top half over, bringing the edges together and pressing them tightly to seal. Using firm pressure, crimp the edges of the dough using an upturned fork. Refrigerate the filled pies while you heat the oil.
Line a plate with paper towels. Pour enough peanut oil into a large pot to fill it to a 3-inch depth and bring to a temperature of 375°F over high heat. Fry a few turnovers (you don't want to fry too many at one time, otherwise the temperature of the oil will drop and the turnovers will become greasy) until all sides are golden brown, about 3 to 5 minutes, turning them over often. Transfer to the prepared plate to drain while you fry the remaining turnovers. Serve warm or at room temperature with plenty of powdered sugar on top.
Make Ahead Tips
The dough is best used within 6 hours of making. The pies can be made up to 6 hours before frying.
Photo: Ellen Silverman