Pour vegetable oil into a 2- to 3-quart heavy saucepan until it's a little more than halfway full—deep enough to fully submerge the dough balls—and set the pan aside.
Open the biscuit can and separate each biscuit along the flaky layers. Gently press each piece flat with your fingers or a rolling pin, taking care not to roll the dough too thin.
Place about 1 tablespoon of cherry pie filling in the center of each flattened dough round.
Gather the dough edges around the filling, pinching them tightly to seal, then gently roll the sealed piece between your palms to form a smooth ball.
Heat the oil to 325°F (163°C) and keep it at that temperature while frying.
Using a slotted spoon, carefully lower 2 to 3 dough balls into the oil at a time. Move them gently so they don't stick and fry until evenly golden on all sides, about 4–6 minutes total.
Watch the oil temperature and adjust the heat as needed—too hot will burn the exterior before the center cooks, and too cool will lead to uneven frying.
Lift the finished pie bombs from the oil and place them on a plate lined with paper towels to drain. Continue frying the remaining dough balls in batches.
Whisk together the powdered sugar, milk, and corn syrup in a small bowl until the glaze is smooth and pourable.
Dip or toss each warm dough ball in the glaze to coat, lift it out and let excess drip off, then place on parchment paper or a cooling rack to set.
Serve the glazed cherry pie bombs right away, or let the glaze dry for about 10 minutes before serving.