Stir together the flour, sugar and salt in a medium size bowl. Use a pastry cutter or 2 forks to cut the butter into the flour until well incorporated and no large chunks of butter remain.
Add 5 tbsp of milk and stir. If the dough is still crumbly and not coming together, add the remaining tbsp of milk. Divide the dough into 8 equal balls and place in the freezer for 15 minutes.
Peel and core each apple and cut each into 4 equal slices. On a floured surface, Roll out a piece of dough into a thin circle. Place an apple slice into the center and wrap the dough around the apple, pinching to seal.
Repeat with remaining dough and apple slices. Place each dumpling into a 10 inch skillet or 9 inch pie plate. Set aside in the fridge or freezer while you make the sauce and preheat the oven to 350 Fahrenheit.