For the filling: add butter to a large saute pan and melt; add apples, sugar, cinnamon and lemon juice and cook over medium heat until the apples are soft, about 15 minutes; Remove from heat and cool.
When the filling is cool, roll the biscuits out on a lightly floured surface so that each biscuit form a 7 to 8-inch circle.
Place 2 to 3 tablespoons of the filling on 1/2 of each circle; brush the edges of the circle with water. Fold the circle over the filling to make a half-moon shapes. SEAL the edges, by pressing the edges with the tines of a fork; this is inportant.
Heat a deep fryer or a deep pot halfway filled with oil to 350°.
Carefully add the pie to the oil, 1 at a time and fry until golden brown, turning the pie as necessary for even browning, about 5 to 8 minutes. Drain on paper towels; sprinkle with powdered sugar immediately.