Combine granulated sugar and cinnamon in a shallow bowl and set aside.
Fill a 2 to 3 quart heavy-bottomed saucepan a little over ½ way with vegetable oil. You will want this deep enough to cover the dough balls completely. Set it aside.
Open the can of biscuits and divide each biscuit in half by pulling apart the “flakey” layers at the center. Use your fingers or a rolling pin to flatten the biscuit dough. Don’t roll the dough out thin - just flatten it.
Place 1 tablespoon of apple pie filling in the center of the dough circle.
Pinch the edges of the dough together to ensure it does not come apart while frying. Once you have pinched the edges, gently roll the ends under into more of a ball shape.
Heat the oil to precisely 325°F and maintain this temperature throughout frying.
Using a slotted metal spoon, carefully lower the dough balls into the oil, cooking 2-3 at a time. Use the slotted spoon to roll the balls around in the oil to ensure they do not stick or burn. Fry the dough balls until all sides are golden brown, about 5 minutes.
Be sure to constantly monitor the oil temperature and adjust accordingly. Too hot and you will burn the dough, too low and it will not cook evenly.
Carefully lift the pie bombs out of the oil and transfer them to the bowl of cinnamon sugar. Toss to coat with the sugar mixture and set aside. Continue frying the rest of the pie bombs.
Serve immediately.
