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The sharpness of the cheese and the sweetness of the apple make a perfect pair. Serve these dumplings warm for the best experience.
Heat the butter in a medium sauté pan over medium heat. Add the onion and cook for 3 minutes until the onion has softened. Add the apples to the pan thyme, pepper, allspice, and salt and stir. Cook the apples for about 5 minutes, stirring occasionally. Remove the pan from the heat and transfer the apples to a bowl to cool. Once cooled, stir in the blue cheese.
In a large bowl, add the flour and make a well. Pour the water in the well, and using a fork, slowly incorporate the flour and water. Continue to add flour until a soft dough has formed; you may not need all of the flour. Knead the dough for about 7 minutes, wrap in plastic wrap and refrigerate for 20 minutes.
Then, divide the dough into 1-inch round balls. Place the divided dough piece in the palm of your hand, and flatten the dough to form the outside of the dumpling. Place on a floured work surface. Add about a tablespoon of filling to each dumpling, and fold in half. Pinch the edges to seal.
To cook the dumplings, coat a large skillet in vegetable oil. Heat over medium-high heat. Add the dumplings to the pan, working in batches to not overcrowd the pan. Cook the dumplings for 2 to 3 minutes or until golden brown. Once all the dumplings are browned, turn off the heat and return all of the dumplings to the pan. Add enough water to the pan to just cover the dumplings, and cover with a lid. Steam the dumplings for 4 to 5 minutes or until done.