1.In a large skillet, heat olive oil over medium heat and sauté the diced onion, green bell pepper, and red bell pepper until softened, about 5 minutes.
2.Add the shredded chicken, cumin, smoked paprika, garlic powder, salt, and black pepper to the skillet. Stir well to 3.combine and cook for another 2 minutes. Remove from heat and set aside.
4.Stir in the shredded cheddar cheese until evenly distributed.
5.Preheat the oven to 375°F and line a baking sheet with parchment paper.
6.Lay out the empanada dough. Place about two tablespoons of the chicken mixture in the center of each dough circle.
7.Fold the dough over the filling to create a half-moon shape. Press the edges with a fork to seal.
8.Brush the top of each empanada with the beaten egg.
9.Bake in the preheated oven for 25-30 minutes or until golden brown and crispy.
10Serve hot with your favorite dipping sauce.