1. In a sauté pan, heat oil to medium heat. Add apples and sauté until tender. Add brown sugar, water, vanilla, and cinnamon. Continue cooking until apples are cooked and most of the water has evaporated. Let cool.
2. When mixture is cool, begin to roll your cigars. Place wrappers on flat surface. Spoon one tablespoon of your apple filling onto wrapper, near the end closest to you. Fold sides in (small fold) and continue rolling.
3. Roll up and seal off edges with a little water.
4. In a deep frying pan, heat oil to medium high/high heat.
5. Once oil is hot, fry for one minute on each side or until golden on the outside.
6. Meanwhile, combine sugar and cinnamon. Dip your warm cigars in the cinnamon sugar!