Soak apples overnight in water to cover; drain, and rinse well. Combine apples and 1 cup water in a large saucepan; bring to a boil. Reduce heat; cover, and simmer 30 minutes or until tender. Cool. Stir in butter, sugar, cinnamon, nutmeg, and lemon juice; mash well.
Divide pastry into thirds; roll each portion to 1/8-inch thickness on waxed paper. Cut into 4-inch circles.
Place about 1 tablespoon apple mixture on half of each pastry circle. Dip fingers in water, and moisten edges of circles; fold in half, making sure edges are even. Press pastry edges firmly together using a fork dipped in flour.
Heat 1 inch of oil to 375° in a large skillet. Cook pies until golden brown on both sides, turning once. Drain well on paper towels.