1. Unroll the crescent roll dough and cut into 16 squares. Place a small spoonful of cherry pie filling in the center of each square.
2. Fold the dough over the filling, pinching the edges to seal.
3. Heat oil in a deep fryer or large saucepan to 350°F (175°C). Fry the cherry pie bombs in batches, turning once, until golden brown, about 2-3 minutes. Drain on paper towels.
4. In a small bowl, whisk together powdered sugar, milk, and vanilla extract until smooth. If the glaze is too thick, add more milk, one teaspoon at a time, until desired consistency is reached.
5. While the cherry pie bombs are still warm, drizzle them with the glaze or dip them in the glaze to coat. Let set for a few minutes before serving.

Enjoy these delightful Cherry Pie Bombs at your next celebration!