01 - Preheat the oven to 375°F and line a baking sheet with parchment paper.
02 - In a large mixing bowl, stir together rye flour, all-purpose flour, granulated sugar, salt, and baking powder. Add cold cubed butter and rub in with fingertips until the mixture forms coarse crumbs.
03 - In a separate bowl, whisk whole milk and egg, then pour into the flour mixture and mix gently to form a soft dough. Wrap in plastic and chill for 15 minutes.
04 - In another bowl, toss diced apples with brown sugar, ground cinnamon, ground nutmeg, lemon juice, and vanilla extract.
05 - Dust the countertop lightly with flour. Roll the rested dough to about 1/4 inch thickness. Cut into 6 equal squares.
06 - Place a heaping tablespoon of apple filling in the center of each dough square. Bring up the corners and pinch to seal tightly. Arrange each dumpling seam side down on the prepared baking sheet.
07 - Brush each dumpling with beaten egg. Sprinkle turbinado sugar over tops if desired.
08 - Bake dumplings for 25 to 30 minutes or until golden brown and crisp. Cool slightly before serving.