Heat oil in a deep saucepan over medium heat. Mix sugar and cinnamon together in a brown paper bag.

Put about 1 tablespoon pie filling in the center of each tortilla and roll up like a burrito, folding both ends over.

Lower burritos carefully into the hot oil in batches. Fry until medium brown and crispy, turning once, approximately 3 to 5 minutes. Transfer to a paper towel-lined plate to drain.