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Heat oil and brown onion in a large, non-stick skillet at medium-high heat, about 2 minutes. Add garlic and continue cooking 1 minute. Add ground chicken and break into small pieces using a wooden spoon. Continue cooking until chicken is fully cooked.
Deglaze skillet with red wine vinegar. Add tomato paste, chicken broth, smoked paprika, and oregano and mix well. Simmer until the liquid has almost completely evaporated. Adjust seasoning and set aside.
Roasted pepper sauce
In a food processor or blender, combine all sauce ingredients except parsley and pulse until smooth. Add a dash of olive oil if the mixture is too thick.
Use a rolling pin to roll out dough on a floured surface. Use a 6” (15 cm) cookie cutter to cut dough into rounds.
Fill half of each round with about 1 tbsp. (15 ml) of stuffing, leaving a 1/2” (1.5 cm) space around the edge. Use your fingers to moisten the edge and fold the dough over to make a half-moon. Seal the dough by pinching it with your fingers.
Place empanadas on a baking sheet lined with parchment paper. Use a pastry brush to brush each one with beaten egg yolk.
Bake on middle rack of a preheated 400°F (205 °C) oven about 20 minutes or until golden brown.
Let cool 5 minutes and serve with roasted pepper sauce.
If you can’t find ready-to-use shortcrust in the frozen food section, you can substitute homemade or store-bought pie dough, rolled to the size indicated in the recipe.