Step 1: Prepare the Apple Filling. In a small saucepan, combine the diced apples, brown sugar, cinnamon, vanilla extract, and water/apple cider. Cook over medium heat, stirring occasionally, until the apples are tender but still hold their shape, about 8-10 minutes. Remove from heat and let cool completely.
Step 2: Preheat your oven to 425°F (220°C). Line a baking sheet with parchment paper.
Step 3: Make the Biscuit Dough. In a large bowl, whisk together the flour, granulated sugar, baking powder, baking soda, and salt.
Step 4: Cut in the cold butter using a pastry blender, two knives, or your fingertips until the mixture resembles coarse crumbs with some pea-sized pieces of butter remaining.
Step 5: Add the cold buttermilk and stir gently with a fork until just combined and a shaggy dough forms. Do not overmix.
Step 6: Turn the dough out onto a lightly floured surface. Gently pat it into a rough rectangle, about 1/2-inch thick. Fold the dough in thirds (like a letter). Pat it out again to about 1/2-inch thick. Repeat the folding and patting process one more time. This helps create flaky layers.
Step 7: Gently pat the dough into a 1/2-inch thick square or rectangle. Using a 2.5-inch round cutter or a knife, cut out 12 rounds or squares. Gather and re-roll scraps once if needed, being careful not to overwork the dough.
Step 8: Take one biscuit round and gently flatten it slightly. Place about 1 tablespoon of the cooled apple filling in the center. Place another biscuit round on top and gently press the edges to seal, or fold one half over the other to create a half-moon shape, crimping the edges with a fork.
Step 9: Arrange the sealed biscuits on the prepared baking sheet. Bake for 15-20 minutes, or until golden brown and puffed.
Step 10: While the biscuits bake, prepare the Glaze. In a small bowl, whisk together the powdered sugar, 2 tablespoons of milk/cream, and 1/4 teaspoon vanilla extract until smooth. Add more milk/cream sparingly if a thinner consistency is desired.
Step 11: Once the biscuits are out of the oven, let them cool on the baking sheet for a few minutes before transferring to a wire rack. Drizzle generously with the prepared glaze while still warm.