When I was a "youth," you used to be able to find the Apple Dumplings served in midtown in the old Medicine Show stage (converted to a quick service stand in the 80's) just outside the Springhouse and Carrie's Candles.
In recent years, you could always find some served out of the Apple Butter Shop (both incarnations and moves around the City).
I will say that I have indeed tasted a bad one before (cold) and they have changed in form over the years. More recently, they are in a square-ish pastry, but as a kid, they were in a rounded pastry with just enough covering the apple. In fact, they used to use an entire apple (cored of course) so you got a fully baked apple baked in a pastry shell with glaze over it. I personally miss the old style that I remember, but still LOVE the apple dumpling in its current form.