Prep the Frying Station: Set up a large heavy-bottomed pot (like a Dutch oven) with vegetable oil, filling it halfway (4-5 inches of oil). Don’t heat it yet. Prepare a baking sheet lined with paper towels, place a cooling rack on top, and set it near the stove for later.
Prepare the Dough: Heat milk to about 110℉ in the microwave, checking the temperature with a thermometer. In a large bowl, whisk all dough ingredients (except flour and spices), then stir in the flour and spices last. Knead the dough for 1-2 minutes on a floured surface, form into a ball, and let it rise for about 1 hour until doubled in size.
Cook the Caramelized Apples: Melt butter in a medium pot, add the apple filling ingredients (except cornstarch and water), and cook for 8-10 minutes until tender and caramelized. If needed, thicken the mixture with a cornstarch slurry (cornstarch and water) and cook for another minute. Set aside.
Shape the Fritters: Start heating the oil over medium-high heat, aiming for 365℉. Flatten the risen dough into a rectangle, spread 2/3 of the apple mixture, fold it into thirds (like a letter), and pat the dough out again. Add the remaining apple mixture, fold the dough from side to side, and flatten again.
Cut and Form the Fritters: Slice the dough into 24 squares, gather them into 8 mounds, and form rough, lumpy balls with floured hands. Let them rest for 15 minutes.
Test Fry: Once the oil reaches 365℉, fry one fritter for 90 seconds per side. Check the internal temperature (around 212℉). If needed, fry for an additional 10-30 seconds until fully cooked.
Fry the Remaining Fritters: Once the test fritter is cooked through, fry the rest in batches, keeping the oil temperature between 345℉ and 365℉. Transfer the fritters to the prepared rack to cool.