In a large bowl, combine flour and salt; cut in shortening until crumbly. Gradually add water, tossing with a fork until dough forms a ball. Divide into 8 portions. Cover and refrigerate at least 30 minutes or until easy to handle.
Preheat oven to 350°. Roll each portion of dough between 2 lightly floured sheets of waxed paper into a 7-in. square. Place an apple on each square. Place 1 teaspoon butter and 1 teaspoon cinnamon sugar in the center of each apple.
Gently bring up corners of dough to each center, trimming any excess; pinch edges to seal. If desired, cut out apple leaves and stems from dough scraps; attach to dumplings with water. Place dumplings in a greased 13x9-in. baking dish. Sprinkle with half the remaining cinnamon sugar.
In a large saucepan, combine sauce ingredients. Bring just to a boil, stirring until blended. Pour over apples; sprinkle with remaining cinnamon sugar.
Bake until apples are tender and pastry is golden brown, 50-55 minutes, basting occasionally with sauce. Serve warm.