On a lightly floured surface, roll the dough out until it’s about an 1/8 inch thick.
Cut 10-12, 5 ½ inch circles in the dough. You might need to re-roll the scraps to get 10-12 circles. Just be careful, the more you work the dough, the harder it can be to roll out again (it will shrink back if overworked. If that happens, just let the dough rest for 15 minutes or so before working again).
Place 2-3 Tbsp’s of taco filling on one half of each circle. Top with 1 Tbsp of shredded cheddar cheese.
Dip one finger in some water and wet the edges of half the circle of dough.
Fold the dough in half and gently seal by pinching all around the edges. You may need to go over it a few times. Then, gently press the tines of a fork over the pinched edges to create a nice detail and to help seal further.
Preheat the oven to 350°F.
Pop the empanadas into the fridge for about a half hour while the oven preheats.
Line a baking sheet with parchment and set aside.
In a small bowl, whisk the egg with a splash of water.
Remove the empanadas from the fridge and place them on the prepared baking sheet.
Cut two small vent holes in the top of each empanada.
Brush each empanada with the egg wash.
Bake for 20-25 minutes. until they are golden brown.
Serve warm with sour cream and salsa.