You can make these ahead and just reheat before serving. Freeze cooled empanadas on plate placed inside of a resealable freezer plastic bag. (Remove as much air as possible from bag.) To reheat, place frozen empanadas on ungreased cookie sheet. Bake at 450°F 10 to 15 minutes or until hot.
If you wish, use a refrigerated, prepared pastry crust instead of making the crust. Use 2 (9-inch) crusts, rolling thin and then cutting into 4-inch rounds as directed in the recipe.
If desired, substitute other shredded cheese, such as Cheddar or Monterey Jack.