Make the dough: In a large mixing bowl, combine velvet cake flour, salt, and sugar. Cut in the Crisco shortening until the mixture resembles coarse crumbs. Add the water gradually until just moistened, forming a cohesive dough. Divide into two balls.

Shape pies: Divide each dough ball into 10 equal portions. Roll each portion into a thin circle. Place pie filling on half of each circle, moisten edges with water, fold dough over filling, and seal by pressing edges.

Fry pies: Heat shortening or oil in a deep pot until hot (around 350°F–375°F). Fry pies in batches until golden—flip once to ensure even color.

Prepare glaze: In a bowl, whisk together powdered sugar, cornstarch, dry milk powder, vanilla, and water until smooth.

Glaze pies: While pies are still warm, dip or brush them with glaze. Allow the glaze to set on a wire rack before serving.