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Place the flour, baking powder and salt into a large bowl. Cut the shortening into the flour mixture with a pastry blender. Add milk all at once. Stir with a fork until the dough just forms a ball. Place in the refrigerator until you have peeled and cored the apples.
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Peel and core the apples. You can keep the apples from turning brown by placing them in cold water while you work.
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I divide the dough into six equal portions and roll them out on a lightly floured surface individually. You can also roll the dough out on a lightly floured surface long enough to fit 6 apples on it and cut the dough into six squares.
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Place the apples on a dough square, fill the center with butter, sprinkle sugar over top then sprinkle cinnamon over top.
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Mold the dough around the apple, making sure there are no opening for the filling to escape from. Place the apples in a 13×9 inch baking pan. Spacing them about an inch apart. Pour the sauce over the dumplings , then sprinkle with sugar. Bake in a preheated 375 degree oven for 35 minutes. Spoon the sauce on the bottom of the pan over the apple dumplings after they come out of the oven.