Shortening isn't necessary for the crust to turn out flakey and tender, but you do need some kind of fat to make empanada dough. Wheat flour is most commonly used for these turnovers but corn flour works as well. Stash a batch of empanadas -- before or after you've baked them -- in the freezer for the next time you want a tasty treat.
Show Me the Dough
Shortening -- an unflavored vegetable fat -- a preferred ingredient in empanada crust because it stays solid at room temperature. You do have a few other options, though. Butter gives a slightly different texture to the dough but adds flavor. Lard is another substitute though most lard sold in grocery stores doesn't have much of its own flavor. Work pieces of cold lard or butter into the flour along with salt. Add enough ice water to make a pliable dough that sticks together and isn't crumbly. Blend all the ingredients but don't overwork the dough. Roll out the dough to 1/8 inch thick. Cut out circles 4 to 5 inches in diameter.
Fill 'Em Up
The traditional filling in Argentina is beef with diced onions, cumin, red pepper flakes and a touch of sweetness from raisins. After the filling is cooked and cooled, a tablespoon or two is placed on one half of the circle of dough, followed by a wedge of hardboiled egg and chopped green olives. The other half of the dough is then folded over the filling and seal by crimping. Bolivians include chicken as a filling along with potatoes and vegetables such as peas and carrots. In Ecuador, the wheat flour is replaced with corn flour and rice may be part of the filling along with meat and vegetables.
It's not mandatory to have meat or chicken in the filling. Rice and beans is an inexpensive combination as is rice with cheese, or tomatoes and onions with a splash of lemon juice. Create your own filling of your favorite vegetables. If you're feeling adventuresome, use a fruit filling for a dessert empanada. Top the hot empanada with ice cream for a meltingly good end to the meal.
Baked or Fried
You have your choice of baking the empanadas or deep-frying them. Since the filling is already cooked, empanadas are ready quickly. Bake in a 350-degree Fahrenheit oven for about 12 minutes, or deep-fry at 350 F for five minutes. Serve immediately.