For Pudding: Mix sugar flour and salt together with a whisk. Add milk and microwave until thickened, stirring occasionally.
Quickly add egg yolks, whisking away so they don't cook too fast. Cook another minute or until thick.
Add butter and vanilla, whisk again until smooth.
You may make this on the stove if you don't like the microwave idea, but be sure to stir so the bottom doesn't burn.
Cover with plastic wrap (so a film will not form on top) and let cool.
For Crust: Stir salt into flour. Measure shortening and cut into flour with a fork or pastry blender until the dough texture is like peas. Add a few drops of green food color to 1/4 cup water and mix.
Add and stir to flour mixture until ingredients hold together and color turns green.
Roll dough out onto a floured surface.
Divide into ten balls.
Roll each ball into a circle and add 1/4 cup or less of filling in the center of the circle.
Fold dough in half over filling and crimp edges. Don't get any filling on the edge or it might leak out and ruin the pie.
Cook in hot (Crisco) shortening at least an inch deep in your skillet, set at 375 degrees, frying about 4 minutes per side.
Important: use a pancake turner or other utensil that will hold the pie, as you don't want it to crack and leak filling when you cook it or you will have a mess. Be careful with the hot grease, it will boil up if the filling leaks.
For glaze: in a large mixing bowl, combine all glaze ingredients until smooth. While pies are still warm, dip them into glaze. Allow pies to drip on wire racks until cool.