Chop the apples into thin slices. Heat a skillet over medium heat and add the butter. Throw in the the apples, brown sugar, and cinnamon, and cook the apple slices, stirring occasionally, for about 10 minutes, or until the apples are caramelized.
During the last minute, add the bourbon, apple cider vinegar, and vanilla. Cook for another minute, then remove the skillet from the heat and set it aside.
If needed, roll out your pastry dough so that it's 1/4-inch thick. Cut the dough into 1 1/2- to 2-inch circles. Divide the apple filling among half of the pastry rounds.
Place the remaining rounds over top of the apples (you may need to stretch the dough to help make it fit over the apples). Crimp the edges of the pies with the tines of a fork. (I also placed wooden skewers in the pie pockets to make them easier to eat later, but that's optional.)
Heat a pot of oil to 350° F. Fry the pies in the oil for about 30 seconds on each side, until they are golden brown. Place them on a baking sheet lined with paper towels to drain.
Mix together the cinnamon and the sugar and use them to dust each pie.