Step 1

Preheat the oven to 425°F and set an oven rack in the middle position. Line a 13x18-inch baking sheet with parchment paper.

Step 2

In a medium nonstick skillet over medium heat, heat the oil until shimmering. Add the beef, shallot, garlic, tomato paste, cumin, chili powder, and salt. Cook, stirring with a wooden spoon to break up the meat, until the beef is no longer pink, about 3 minutes. Add the water and cook for 1 minute more. Transfer the mixture to a bowl and let cool to room temperature, about 30 minutes (speed this up in the refrigerator if necessary).

Step 3

Once the filling is cooled, stir in the cheese and cilantro.

Step 4

Working with one piece of dough at a time, place about 1½ tablespoons of the filling in the center of the dough. Brush the edges of the dough with the beaten egg, and then fold over to seal. Starting at one end of the pastry, use your fingers to pinch and twist the edge of the pastry into a small rope-like shape. Continue to pinch and twist the edge of the pastry, working your way around the empanada until you reach the other end. Transfer to the prepared baking sheet. Repeat with the remaining dough and filling.

Step 5

Bake for 15 to 17 minutes, until puffed, golden brown, and flaky. Let cool for about 10 minutes, then serve.