Combine apples, water and sugar in large heavy saucepan. Bring to a boil and cook on medium heat until apples are soft and most liquid is gone. Stirring occasionally.
When apples are done, cut and chop (cooked apples) with the side of a large spoon to make filling.
Add cinnamon or apple pie spice. Mix well. Cool at least 10 minutes.
Meanwhile, on floured surface, roll out biscuits into a 4 - 6 inch oval. Fill each biscuit with about 1 1/2 tablespoons of filling.
Fold over biscuit and crimp edges together, sealing well.
Melt shortening in heavy skillet and fry on medium heat(two or three pies at a time) for about 3 minutes on each side. Watch closely to prevent burning. NOTE: I have found that it is best to use CRISCO rather than bargain brand shortening. The cheaper shortening tends to burn the pies more quickly. CRISCO also makes for a crispier crust. Must be why my mama used it and nothing else.
When golden brown and done, remove from skillet with slotted spoon or spatula and place on paper towels to cool. NOTE: Even if they get a LITTLE burned or too brown, they taste good. These are the ones that my husband prefers.