Prepare the apples first. Peel them, then use a sharp knife to dice the apples into pea-sized pieces and place the diced apples in a large mixing bowl. If desired, pour a tablespoon of lemon juice over the apples to prevent browning.
In a separate mixing bowl, combine the milk, eggs, vanilla and sugar and whisk for a minute until the mixture is smooth. In a separate bowl, combine the flour, baking powder, cinnamon, nutmeg and salt. Stir to combine the dry ingredients, then gradually add them to the wet batter. Mix the flour into the batter just until it's incorporated; do not overmix. Fold in the diced apples with a spatula.
Pour the frying oil into a large pot, attached a thermometer and heat over medium-high heat until the oil reaches 350F/177C. For each fritter, use approximately 1/4 cup of batter for small fritters. Fry the fritters for 5 to 6 minutes, until the donuts are a rich golden color. For larger fritters, reduce to heat to 325F/163C and increase time to 7 to 8 minutes. Remove the fried fritters onto a wire rack lined with paper towels to absorb any excess oil.
For the glaze, simply whisk together the milk, confectioner's sugar and cinnamon in a medium-sized mixing bowl until the glaze is smooth. The glaze needs to be on the thin side; add more milk if necessary.
Allow the fritters to cool for 2 to 3 minutes, then gently roll each fritter in the prepared glaze, coating it evenly all over. Place the glazed donuts onto a wire rack and allow the glaze to set and any excess to drip off.
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