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To make pastry dough: Place butter and shortening in freezer for 15 minutes then cut both into small pieces. In the bowl of a food processor, combine flour and salt by pulsing 3 to 4 times.
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Add butter and pulse 5 to 6 times until it is blended uniformly. Add shortening and pulse another 3 to 4 times.
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Remove lid of food processor and pour in the ice water and egg. Replace lid and pulse 5 times. Stop to scrape down the sides and process for another 5 pulses.
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The dough should hold together when clinched in your fist.
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Place mixture in a large zip-top bag, squeeze together until it forms a ball, press into a rounded disk, and then refrigerate for 30 minutes.
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To make pumpkin filling:
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In a small saucepan over medium heat, melt the butter; stir in the brown sugar. Let this heat for a few minutes until the brown sugar is dissolved into the butter. Stir in the pumpkin and the spices.
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Continue to stir over medium heat for about 3 to 5 minutes, or long enough that the pumpkin begins to stiffen and hold its shape. Test this by picking up a small amount in a spoon.
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Remove from heat and stir in the orange peel.
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In a small bowl, combine cinnamon and sugar; set aside.
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Prepare oven to 425 degrees F. Lightly grease a large baking sheet. Take the chilled pastry dough and divide it in half.
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Divide each half into eight pieces. On a floured board, roll each of the pieces into a circle about 4 inches across and 1/8-inch thick.
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Fill each with a generous tablespoon of the cooled pumpkin filling. Fold the circle into a half-moon shape enclosing filling.
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Using a fork, press down the edges into a crimped border. Not only will this look nice, it will help keep the empanada closed after baking.
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With a pastry brush, paint the top with the egg wash (made by combining one egg with a teaspoon of water).
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Bake approximately 15 minutes or until tops are golden and the edges are lightly browned. Sprinkle with the cinnamon-sugar immediately after removing from the oven.