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Step 1
Measure the flour and salt into the bowl of a food processor and pulse to combine.
Step 2
Distribute the butter bits over the top of the flour and pulse until the mixture resembles coarse cornmeal.
Step 3
Whisk the egg and water in a dish and pour into the opening of the processor while pulsing the machine. Pulse the dough just until it begins to resemble coarse gravel. (If you need additional water, drizzle it 1 tablespoon at a time).
Step 4
Tip the dough out onto a lightly floured surface and press together into a ball. Flatten the ball and divide it into two flat discs. Wrap each disc with plastic film and refrigerate for 30 to 60 minutes.
Step 5
Remove the discs from the refrigerator. On a lightly floured work surface roll out one disc to a thickness of 1/8 inch. Cut into 6-inch circles and place on a plate. Place parchment paper between each pastry round so they don't stick together.
Step 6
Repeat with the second pastry disc. Gather the scraps together, then roll and cut into as many rounds as possible. You will need 10 pastry rounds for the filling.
Step 7
Add the oil to a large skillet set over medium-low heat. When it is hot sauté the onions for 3-4 minutes until softened. Add the garlic, roasted red peppers, and sun-dried tomatoes. Cook, stirring frequently for another minute. Stir in the oregano, paprika, salt, pepper, and saffron.
Step 8
Add the chicken, tossing together until well combined. Drizzle in enough of the chicken broth a few tablespoons at a time to moisten the mixture enough that it clings together slightly.
Step 9
Remove the skillet from the heat and set aside to cool.
Step 10
Preheat the oven to 400°F and line a baking sheet with parchment paper.
Step 11
Working with one 6-inch circle at a time, brush the edges with egg wash. Place 2-3 tablespoons of the filling on the lower 1/3 of the pastry round. Add a few cheese cubes, then lift the upper portion of the pastry over the top to cover the filling.
Step 12
Use the tines of a fork to crimp and seal the edges together. Place the filled empanada on the prepared baking sheet. Repeat the process until all the empanadas are filled and on the baking sheet.
Step 13
Brush each empanada with egg wash and transfer the baking sheet to the oven. Bake for 20-25 minutes until golden brown.
Step 14
Transfer to a serving platter, serve hot, garnished with fresh parsley and a dipping sauce such as Romesco sauce or marinara.