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1
To prepare the dough, combine the flour and oregano in the bowl of an electric mixer fitted with a paddle attachment.
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2
Add the shortening and mix on low speed until the mixture resembles oatmeal.
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3
In a bowl, combine the water and salt, and slowly drizzle into the mixer while on low speed.
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4
Mix until the water is fully absorbed; do not overwork the dough or it will form a ball.
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5
Wrap the dough in plastic and refrigerate for 30 minutes.
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6
To prepare the filling, combine the cabbage, onion, jalapeno, mustard, horseradish, canela, allspice, vinegar, sugar, salt, and 1/2 cup water in a saucepan.
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7
Bring to a boil, reduce the heat to a simmer, and cook, covered, for 1 hour, or until the cabbage is tender.
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8
Remove the pan from the heat, let cool, and drain.
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9
In a mixing bowl, combine the cooled cabbage with the Gorgonzola and walnuts and set aside.
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10
Preheat the oven to 400F.
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11
Remove the chilled dough from the refrigerator and cut into 16 equal pieces.
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12
Using a lightly floured rolling pin, roll out each piece into a circle about 1/8 inch thick.
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13
In a bowl, whisk together the egg and water.
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14
Divide the cabbage filling evenly among the circles, placing it in the center of each.
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15
With a pastry brush, brush the exposed edges of the dough with the egg wash.
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16
Carefully fold each circle in half, making sure the filling is completely sealed inside, and crimp the edges with a fork.
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17
Make a small slit in the top of each empanada to allow the steam to escape.
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18
Place the empanadas on a lightly greased cookie sheet and brush with the remaining egg wash.
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19
Transfer to the oven and bake for 25 minutes, or until the pastry is shiny and golden brown.