- Preheat oven to 400°F. Lightly coat a large baking sheet with cooking spray.
- In a medium skillet, heat oil over medium. Add onion & spices. Cook 3-5 minutes, or until translucent. Add vegetables, cover & cook 5-7 minutes, or until cooked through.
- Add chicken & mix until warmed through. Remove from heat.
- Divide dough into 18 golf-ball size pieces. Using a rolling pin, roll each ball into a 6-inch circle.
- Spoon 1 heaping Tbsp of filling into each circle & sprinkle with cheese. Lightly brush water on bottom edge of dough along half of the circle. Fold the top half of dough over filling to form a half-circle & press edges firmly together. Crimp edges with a fork to seal. Transfer empanadas to baking sheet.
- Lightly beat egg with 1 Tbsp water & brush over empanadas. Bake 20 minutes, or until lightly browned.