Step 1

Prepare Empanada Dough and let rise. Meanwhile, put the pumpkin, piloncillo, cinnamon, and salt in a saucepan over medium-low heat. Cover and cook, stirring every few minutes, until the sugar is completely melted. Uncover and simmer until the filling is very thick, about 15 minutes. Scrape the filling into a bowl and cool to room temperature.

Step 2

Preheat oven to 425°F. Line baking sheets with parchment paper; set aside. Divide the dough into 24 pieces by rolling into a long thin log and cutting into equal portions. Shape into balls. On a lightly floured surface, roll one ball into a 4-inch circle. Prick with a fork. Brush the edge very lightly with egg wash*, then spoon 2 to 3 teaspoons of filling onto the center. Gently fold in half. Press the edges closed with a fork. Transfer to prepared baking sheet. Repeat with remaining dough and filling.

Step 3

Prick each empanada once or twice with a fork. Bake until they begin to color, about 15 minutes. In a small bowl, whisk together egg and water. Remove from the oven, brush lightly with the egg wash. Return to the oven and bake until the empanadas are golden brown, about 1 to 3 minutes more.