Preheat oven to 425 degrees F.

Combine the flour, baking powder, salt, sugar, and shortening in a large bowl. Use a pastry cutter to cut the shortening into the flour until it resembles coarse crumbs. This step can also be done in a food processor. Add the milk and stir with a fork just until the dough clumps together. Cover with plastic wrap and set aside in the fridge.

Peel and core the apples using a paring knife or apple peeler.

Roll out the pastry dough on a lightly floured surface. Cut into large squares and place an apple in the center of each square. Divide the butter, sugar, and cinnamon evenly between each of the apples.

Wrap the pastry up around each apple, pinching the edges together to seal. Transfer to a 9x13-inch baking dish.

Make the syrup by combining the water, sugar, butter, and cinnamon in a small saucepan. Bring to a boil and cook until the butter is melted and the sugar is completely dissolved. Pour the hot syrup over the apple dumplings in the baking dish.

Bake for 35-40 minutes until golden brown and the apples pierce easily with a sharp knife. Cool for at least 15 minutes before serving.