I really meant to reply to this a while ago. I just don't come to the pro pastry section as much as other spots so forgot where I had originally seen this post.
Fried pies, never made em but can only think of one thing that may help. Are you sealing the pie crust by just crimping them or are you using an egg wash to seal the pies together? I would also use a slight egg wash over the outside of the seam so that when it hits the fryer it will (hopefully) seal off the pie. Having done all sorts of deep fried things at street fairs in San Francisco, I can also tell you that just about anything with a filling will leak a little bit some of the time.
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