In a bowl, mix flour and salt. Add cold butter cubes. Use fingers to mix until crumbly. Add cold water slowly. Form soft dough. Chill 15 minutes.

In a saucepan, mix sugar, cocoa powder and cornstarch. Add milk and whisk well. Cook over medium heat until thick. Stir constantly to avoid lumps.

Remove saucepan from heat. Stir in egg yolk quickly. Add chocolate chips and vanilla. Mix until smooth and creamy. Let filling cool completely.

Divide dough into small balls. Roll each ball into a thin circle. Keep circles even for uniform cooking. Place on lightly floured surface.

Add one spoon of chocolate filling in center of each circle. Fold dough over to form half-moon shape. Press edges with fork to seal tightly.

Pour vegetable oil into deep skillet. Heat to 350°F (175°C). Test with small dough piece. It should sizzle gently when ready.

Carefully place pies into hot oil. Fry two minutes per side until golden brown. Remove with slotted spoon. Drain on paper towels.

Let pies cool slightly. Sprinkle powdered sugar on top if desired. Serve warm for best flavor and texture.