Mix the sugar and cinnamon together in a wide bowl and set aside.
Make the filling
Place the apples in a medium pan with the sugar and vanilla extract. Cook over a medium heat for 5 minutes, or until the apples are just softening and have released some liquid.
Stir in the cornflour and cook for a further couple of minutes until the juice has thickened. Set aside to cool.
Fill the pies
Unroll the puff pastry sheet. Lightly score the pastry in a 2 x 5 pattern to give 10 rectangles.
Spoon the cold fruit mixture equally between each rectangles, leaving a generous border.
Lay the second sheet of pastry over the first, lining up the edges.
Press with your fingers along each line to lightly seal your 10 pastries, then slice.
Make sure there is no air trapped in any of the pastries, then seal the edges of each pastry with a fork.
Fry the pies
Whether you are frying using an electric, deep fat fryer or a pan of oil on the hob, you should make sure to fill it not more than one third - this is to ensure that it does not risk bubbling over. Heat the oil to 180C-190C (355-375F). If you don’t have a thermometer, you can check the temperature by dropping a small cube of fresh bread into the oil. If it turns golden brown in approximately 60 seconds, that’s the correct temperature. Make sure not to leave your fryer unattended at any time during cooking.
Lower the parcels, one or two at a time into the oil and fry for 3 minutes, flipping half way, until golden. Don’t try to overcrowd the pan as this will raise the oil level and also lower the oil temperature.
Make sure to allow the parcels to drain off any excess oil as you lift them out, then place on kitchen towel.
Transfer to the cinnamon sugar and turn the coat, then place on a wire rack to cool for at least 5 minutes so that you don’t burn your tongue.