Preheat oven: Preheat the oven to 425°F (220°C) and set an oven rack in the middle position. Line a 13×18-inch baking sheet with parchment paper.

Cook filling: In a medium nonstick skillet, heat the olive oil over medium heat. Add the ground beef, shallot, garlic, tomato paste, cumin, chili powder, and salt. Cook, stirring to break up the beef, until no longer pink, about 3 minutes. Add the water and cook for an additional minute. Transfer to a bowl and let cool to room temperature (about 30 minutes).

Add cheese and cilantro: Once cooled, stir in the shredded cheese and minced cilantro.

Assemble empanadas: Working with one piece of dough at a time, place 1½ tablespoons of filling in the center. Brush the edges of the dough with the beaten egg and fold over to seal. Pinch and twist the edges to create a rope-like seal. Transfer to the prepared baking sheet and repeat with remaining dough and filling.

Bake: Bake for

15 to 17 minutes, until golden brown and flaky. Let cool for about 10 minutes before serving.