Grease 6 souffle dishes (or other individual baking dishes) and set aside.
Using a saucepan on the stove, make a syrup with 1 cup sugar, water, and the cinnamon candies; stirring constantly. Cook until cinnamon candies are dissolved.
Add butter and set aside.
Peel, core, and slice apples.
Sprinkle with lemon juice, 1 cup sugar, nutmeg, and cinnamon.
In a separate bowl, sift and measure flour. Add salt and baking powder. Then sift again. Cut in shortening.
Add milk and stir until mixture is moistened.
Roll out onto floured board into a sheet about 18 by 12 inches. Cut into 6 6-inch squares.
Put mound of apples on each square. Moisten edges of pastries with water. Bring the four corners up over the apples and pinch the sides together.
Transfer to individual baking dishes and pour the cinnamon syrup around the dumplings.