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For apple filling:
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To a saucepan add diced apples, brown sugar, lemon juice and cinnamon.
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Cook over medium high heat, stirring occasionally until sugar has dissolved and apples are tender, about 15 minutes.
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Remove from heat, allow to cool.
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For empanada dough:
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In a food processor add flour, sugar, baking powder, and salt.
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Pulse to combine. Add shortening and pulse to combine.
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Slowly add milk, process until dough comes together.
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Turn out onto a lightly floured work surface; knead until smooth. Cover; let rest 30 minutes in refrigerator before using.
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Preheat oven to 350°F.
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Roll out chilled dough on a lightly floured surface.
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Using a drinking glass, cut out round disc shapes for empanadas.
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Spoon apple filling in center of each empanada disc.
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Fold, seal with a fork along the edge and then place on a baking sheet.
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Brush with egg wash and sprinkle with brown sugar.
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Bake for 18-20 minutes or until golden brown.
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Cool completely.