To make the filling, heat a pan over medium heat. Combine the peach, mango, syrup and sugar. Cook for 2 minutes until the sugar is dissolved. Add the salt and cinnamon. Pour the cornstarch mixture, stir and cook until the sauce thicken. Set aside and allow it to cool.
In a large bowl, whisk the flour, sugar and salt. Add the cold butter and mix until it resembles a pebble-like or sand texture.
Combine the warm milk and egg yolk in a jug. Pour it into the flour mixture and mix until a dough forms. Transfer into a clean flat surface, lightly floured and knead manually for 5 minutes or until smooth. Wrap in a plastic wrap and put inside the refrigerator for at least an hour or overnight.
Divide the dough into two and flatten using a rolling pin. Please note that the dough should not be too thin when flattened. Cut the edges to make one large square, then divide it into four parts.
Brush an egg white to the pastry, then scoop about 2-3 tablespoonful of the filling and place it in the middle. Fold the pastry over the filling and using a fork, push down the edges to seal. Glaze each pie with the cornstarch mixture.
Heat a wide pan over medium heat, add the cooking oil. Once the oil is hot enough, deep-fry the pie for 2-3 minutes on each side until golden brown. Remove from the pan and drain excess oil. Allow it to cool for about 10 minutes before serving.