Pour 2 to 3 inches of oil into a deep skillet. Heat over medium until it reaches 375°F.
Fry 2 to 3 pockets at a time until golden brown, 3 to 4 minutes. Move them to a paper towel-lined rack.
While they are still warm, drizzle the glaze over the top or dip each pie with a fork. Serve soon after glazing.