Melt butter in a skillet over medium heat. Cook and stir apples, sugar, cinnamon, vanilla extract, and salt in the melted butter until the apples are tender, about 5 minutes.
Heat oil in a deep-fryer or large saucepan to 350 degrees F (175 degrees C).
Flatten biscuit dough on a flat work surface. Place a portion of apple filling into the middle of each dough portion. Fold dough around the filling and pinch the edges together to seal.
Fry pies in the hot oil until golden brown, about 10 minutes. Drain on paper towels.
