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1
Preheat oven to 400 degrees.
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2
Melt butter in saucepan on medium-low heat.
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3
Whisk flour into butter, and increase heat to medium. Cook, stirring, for 1-2 minutes.
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4
Whisk milk into flour/butter mixture and bring to boil, stirring. Sauce will thicken slightly.
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5
Whisk 2 eggs into mixture and cook, stirring, for 1 -2 minutes more or until sauce has thickened.
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6
Add grated cheese and parmesan and stir until melted. Remove from heat and add cayenne pepper and salt to taste.
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7
Roll out 1 sheet of puff pastry dough on a floured surface to 12 inches square. With a pizza cutter or sharp knife, cut dough into 12 3 x 4 inch rectangles.
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8
.Mix egg yolk with water, and brush the edges of half of the rectangles with the egg yolk mixture.
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9
Place a piece of ham in the center of the rectangles brushed with egg yolk. There should be an edge of dough all around the ham. Top ham with 2 tablespoons of the cheese mixture.
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10
Cover the ham and cheese with one of the plain rectangles, and firmly press down around the edges to seal.
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11
Repeat with other sheet of puff pastry. Pastries may be frozen at this point, or kept in the refrigerator for up to 6 hours before baking.
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12
Prick the top of the empanadas several times with a fork, and brush tops lightly with the egg yolk mixture.
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13
Bake 20 minutes, or until puffed and golden brown.
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14
Serve hot or at room temperature.
