First things first... decide whether you want to make your apple pie pockets the homemade way or the faster, more convenient way. If you're pressed for time, purchase ready made refrigerated pie crust from the grocery store. If you're feeling more adventurous, you can make your pie crust from scratch. I highly recommend Smitten Kitchen's All Butter, Really Flaky Pie Dough
. Not only is her recipe amazing but she has a great step-by-step tutorial with tons of tips on how to make a buttery, flaky pie crust.