Susan Jung's recipe for baked empanadas with cream cheese pastry
A cream cheese pastry gives these chorizo-filled empanadas the edge.

Empanadas come with a wide variety of fillings, and are either baked or fried. In restaurants, I prefer the fried version, but baked ones are lighter and easier to cook.
I love to use this dough for sweet and savoury tarts and pies because it's easy to roll out and, when baked, is rich and resilient, with a light flakiness. It's not traditionally used for empanadas, but it is delicious. The dough recipe is adapted from one in The Pie and Pastry Bible, by Rose Levy Beranbaum, and should be made at least an hour before you use it (although longer is better). The cream cheese and butter need to be very cold.
I use a tortilla press to form the circles of dough. If you have a metal press to make dumpling skins, you can use that instead. A metal dumpling wrapper press can be purchased at the kitchenware shops on Shanghai Street, in Yau Ma Tei - buy one that is about 10cm in diameter (if it's smaller, you'll have to make smaller empanadas). If you have neither a tortilla press nor a dumpling wrapper press, you'll need to roll out the dough on a lightly floured work surface.