Sift flour, sugar and salt into a medium bowl. Add combined milk and egg and whisk to form a thick, smooth batter.
Peel and core apples. Trim ends, and then slice each into 8 thin rounds.
Dip apple rounds into batter, shaking away excess. Deep fry in batches, for about 1 minute on each side, or until puffed and golden. Transfer doughnuts to a wire rack and sift icing sugar over the top, then dust with cinnamon. Serve doughnuts warm with ice cream.