Preheat the oven to 375°F (190°C).
Begin by peeling and dicing the apples, then place them in a bowl with the butter, sugar, pumpkin spice mixture, and cornstarch. Combine everything together until it forms an even blend. Set aside.
On a floured surface, roll out each puff pastry sheet into a thin rectangle of 9x12 inches (22x30 cm). Halve each sheet so you have eight pieces in total.
Place four of the pieces on a parchment-lined baking tray and spread 1/4 cup of the apple mix onto it, then top with another piece to form sandwiches.
Cut or prick the top of each pastry with a knife or fork. Apply egg wash for an attractive golden glaze when baked.
Place them in the oven and leave to bake for 15-20 minutes until they are beautifully crisp and golden brown.
Meanwhile, heat oil in a large skillet over medium-high heat. Once it is hot enough, carefully lower 2 or 3 pies into the oil and fry each side for 1 minute until golden brown.
Lift them out of the pan and place on a paper towel-lined plate to absorb any additional oil. Sprinkle a heavenly cinnamon sugar mixture over the lightly fried pies while they are still hot. Enjoy!