Allow chilled dough to rest at room temperature for 5 minutes. Cut dough into 4 portions. Working with one portion at a time, roll dough out to 1/4-inch thickness on a lightly floured surface. Cut out as many 10cm x 6.5 cm rectangles. Save any scrapes for later use.
Repeat rolling out dough with remaining 3 portions. Gather scrapes and knead together. Re-roll out to 1/4-inch and cut out additional rounds.* You should have at least 20 rectangles (10 tops and 10 bottoms).
Egg Wash: whisk together egg, salt, and water until well combined.
Use a pastry brush to apply egg wash to the perimeter of pie dough rectangles (tops and bottoms). Spoon one tablespoon of cinnamon apple filling into the center of 10 rectangles.
Invert remaining egg washed rectangles over filling. Ensure the egg washed portions are facing each other. Line up the edges of top and bottom pieces. Use the tines of a fork to seal edges together.
Place assembled pies on a parchment (or wax paper) lined baking sheet. Cover and keep in the freezer while frying oil heats up, about 12-15 minutes.
Fill a large pot (dutch oven or heavy bottomed pot works best at retaining heat) with 3-inches of vegetable oil or vegetable oil. Use a candy thermometer to measure and maintain temperature. Heat oil to 365 degrees F. Carefully place 2-3 chilled hand pies into hot oil. Do not overcrowd the pot. Cook for 2-3 minutes on each side, until golden in color. Keep an eye on candy thermometer and adjust heat accordingly to maintain constant cooking temperature.
Drain fried hand pies on wire rack or paper towel lined baking sheet. Allow to cool for 2 minutes before tossing in cinnamon sugar mixture.
Cinnamon Sugar: Whisk together sugar, cinnamon, and nutmeg.
Apple hand pies can be served warm or at room temperature. These pies are best enjoyed the day they are cooked.