Dice apples into small pieces. Place apples in a pot over medium heat. To the pot add butter, brown sugar, cinnamon, nutmeg, allspice, vanilla extract, lemon juice, and salt. Cook apples for about 10 to 12 minutes or until the apples are softened.
Defrost the puff pastry according to package directions. Cut puff pastry into 8 squares. Spoon 1 heaping tablespoon of cooked apples onto one side of each one of the squares. Brush water on the edge of each one of the squares and fold the squares over on each other. Use a fork to crimp the edges together.
Add enough oil to your cooking utensil to cover the bottom 3 inches. Heat oil until 350 degrees. The oil will be ready when you drop a small piece of dough in the oil and it cooks rapidly. Cook pies 2 at a time, for about 1 minute on each side. Remove when both sides are golden brown. When pies are removed from hot oil place pies on a wire rack to drain excess oil. If you want to keep the pies warm hold in a 200-degree oven until you are ready to serve.