Beat egg. In a mixing bowl, combine milk, egg, and melted margarine. Add the orange juice, rind, chopped apples (skins can be left on) and vanilla extract. Sift together the flour, salt and baking flour. Stir into milk mixture with a spoon until blended. Do not overmix.
Heat oil in a skillet to 350 degrees F. Drop off end of tablespoon into hot oil. Fry to a golden brown. Turn so they brown evenly. Allow to cool.