Rinse and drain dried apples. Add to a pot with water. Cook in a slow cooker on high until tender, about 2-3 hours. Mash with a potato masher, and add sugar and cinnamon to taste.
For the dough, work shortening into self-rising flour until crumbly, then slowly add sweet milk. Work the flour in a little at a time until it’s a dough ball. Slightly knead, then place in the fridge, along with the filling, at least 4 hours or overnight.
Working on a floured surface, roll the dough to an 1/8-inch thickness. Cut in 6-inch diameter circles. Spread 3 tablespoons of the filling on one side. Fold the dough over, then crimp and pierce with a fork.
In a large skillet, fry the pies in canola oil on medium-high heat 1-2 minutes per side and on the flat edge or until golden brown. Transfer to a paper towel lined pan, and cool slightly before eating.