Dice the potatoes into small chunks, approximately 1/4 inch wide. Smaller pieces will cook faster and also prevent them from poking through the dough.
Toss the potatoes with the vegetable oil, paprika, chili powder, salt, and black pepper to coat. Spread out on a baking sheet and bake until they are cooked through and starting to crisp up, approximately 15-20 minutes. Remove from oven and set aside. Leave the oven on.
Make your empanada dough. Use the dough recipe in the notes section below or pie crust.
Roll out the empanada dough until it is approximately 1/8 inch thick.
Use a glass or another round object to cut out circles of the dough approximately 3 inches wide. Repeat this process with the scraps until you have used all (or most) of the dough. You should get approximately 24 circles at 3 inches wide.
Place approximately 1 Tablespoon of filling in the middle of a dough circle. Fold the dough in half and press along the edges to seal. Press a fork along the edge to create the textured effect. Repeat with the rest of the dough and filling.
Use a knife to cut slits in the top of each empanada. This will allow steam to release and prevent the dough from getting soggy inside. Use any design you would like.
Place the empanadas on a silicone mat lined baking sheet. They will not expand too much, so they can be placed close together. Brush the beaten egg on top of each empanada to give it a golden and shiny finish.
Bake the empanadas for approximately 20-22 minutes until the dough is firm to the touch.
While the empanadas are baking, make the sauce by combining all of the sauce ingredients. Adjust seasoning to taste as desired. Refrigerate until ready to serve with the warm empanadas.
Notes
You can change the size of the empanada, just adjust your cooking time up or down.You can use pie dough in place of the empanada dough. This is the empanada dough I use. I add a tablespoon of paprika to the dough for some added flavor and color. If you use pie dough, you will need probably 2 or 3 "crusts" depending on how big they are. I prefer to make my dough because it is incredibly quick and easy to do!You want to make sure your potatoes are a fine chop so they are less likely to poke through the dough.The sauce tastes even better when you make it in advance and let the flavors meld in the refrigerator. This can be done up to 3 days in advance. Double up the sauce recipe if you like sauce!