Lay out empanada shells. Put two big spoonfuls of chili on one side of the empanada dough (it should cover about half of the empanada dough, leaving a little border on the edge). Top with a pinch shredded cheddar cheese.
Fold over the other side of the empanada dough and squeeze the sides together. Then crimp the edge. To do this, start at one corner of the empanada and start folding in, like a triangle. Think of it as many triangles together down the edge of the empanada. (See the video for demonstration).
In a pan, add 1/2″ of avocado oil until it’s hot. (You can test this by dipping an edge of an empanada, if it sizzles, you’re good).
Add the empanadas to the hot oil and fry about 3 minutes per side, until golden brown and crispy. You can do this in batches so they’re easier to work with.
Put the empanadas on a paper towel lined plate to drain excess grease.
Serve warm with your favorite toppings like salsa, sour cream, avocado, cilantro, etc.