To prepare the dough, mix together the flour, sugar, and salt. You can do this process with your hands, stand mixer, or food processor. Work the cold butter into the dough until the butter are the size of hazelnuts. Add just enough water to bring the dough together when pressed. Wrap with plastic wrap and refrigerate for at least 30 minutes.
Preheat the oven to 400F.
Roll out the prepared dough into 1/4" thick on a lightly floured surface and punch out 5" circles.
Combine the second amount of sugar and cinnamon and set aside. Toss half of the sugar mixture with the sliced apples.
Fill each circle with the apples. Seal each dumpling with water or egg wash. Repeat with the rest of the rounds. Place on a parchment lined sheet pan. Brush with egg wash and top with the sugar mixture. Bake for 20 minutes or until golden brown.
Meanwhile, prepare the sauce by combining the water, juice, and sugar. Mix to combine and place over medium heat. Bring to a simmer and cook for 15 minutes or until thickened. Add the butter and cinnamon. Stir to combine.
Serve the dumplings warm with the sauce. It's amazing with a side of vanilla ice cream!