To make the dough: In the bowl of a food processor fitted with a metal blade, combine the dry ingredients. Add the shortening and butter; pulse until the mixture resembles coarse cornmeal. Slowly add the water and pulse until a ball of dough forms. Remove it from the bowl, pat it into a disk, wrap, and refrigerate for 1 hour, or as long as overnight., To make the filling: Toss the diced apples with the citrus juice and set aside. In a large skillet set over medium heat, melt the butter. Add the onions and garlic and cook for 3 to 5 minutes, until the onions are translucent and the garlic is fragrant. Add the chili powder, salt, and pepper. Add the apple and citrus juice and cook for about 2 minutes. Stir in the chicken. Taste and adjust the seasoning, if needed. Remove from the heat and, when cool, stir in the cheddar., To shape: Roll the dough 1/8" thick. Cut out rounds with a 3 1/2" round cutter. Place the rounds on a baking sheet, cover with plastic wrap, and refrigerate for 20 minutes. If you're pressed for time, you can skip the chilling process, but the pastry is flakier with it. Gather the scraps and re-roll to get 30 circles., Preheat the oven to 375°F. After chilling the dough, place 1 scant tablespoon of filling on each circle. Brush a bit of egg wash on the rims. Fold the circles in half and crimp with a fork to seal. Brush the tops of the empanadas with more egg wash., Bake the empanadas for 15 to 20 minutes, until golden brown. Remove them from the oven and serve warm., Store any leftovers, well wrapped in plastic, in the refrigerator for a couple of days; freeze for longer storage.