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Step 1
For the dough: In the bowl of a food processor, add the flour, sugar, and salt.
Step 2
Add the cold butter and shortening then pulse until they are cut into the flour, looking like large pebbles.
Step 3
Add 3 tablespoons cold water then pulse until the dough comes together. If it's too dry, add the remaining water. Alternatively, you can cut in the butter and shortening by hand in a large bowl with a pastry blender.
Step 4
Flatten the dough into an evenly round disk and wrap in plastic wrap. Refrigerate at least 1 hour or until cold.
Step 5
For the filling: In a large saucepan, combine the sugar, cider, lemon juice, cinnamon, nutmeg, and cornstarch. Stir over medium heat until thickened and bubbly.
Step 6
Remove from the heat and stir in vanilla and apples. Cool until room temperature, about 15 minutes.
Step 7
On a lightly floured surface, roll out the dough until 1/8 inch thick. Using a 3-inch cookie cutter or round glass, cut out as many circles as you can and place on a parchment-lined baking sheet.
Step 8
Gather up the dough scraps and reroll. Repeat until all of the dough is gone. You should get 8 circles. If the dough gets too warm and sticks, refrigerate until cold again.
Step 9
Spoon roughly 2 teaspoons of filling in the center of half the circles. Top with the unfilled circles, forming 4 pies. Seal the edges with a floured fork then cut 3 slits into the top. If the dough sticks too much while assembling, refrigerate until cold again.
Step 10
Once fully assembled, freeze for a minimum of 15 minutes. If you're freezing longer than an hour, wrap each one in plastic wrap then store in a freezer bag until ready to bake.
Step 11
When ready to bake, preheat oven to 350F.
Step 12
Brush each pie with the beaten egg. Bake 18-20 minutes or until golden brown. Remove to a cooling rack and cool for at least 15 minutes. Serve warm or at room temperature. Store leftovers in an airtight container for up to 3 days.