Mix together all ingredients except for hot sauce tomato paste and cheese. Heat pan add the meat and spices. While cooking, mash the mixture so it becomes crumbly. Addthe tomato paste and stir well as the mixture thickens. Turn off the heat and let filling cool. Add cheese and desired amount of hot sauce now.
Mix flour, salt and baking powder together. Cut in shortening until the mixture resembles crumbly meal. Gradually sprinkle in milk, stirring until dough clings together. Knead 10 times. Let rest for 30 minutes. When ready to assemble the empanadas, divide the dough into 2 parts for easier handling. Use a well floured surface to roll the dough to pie crust thickness. Cut 5" circles and place filling in the center of each circle. Brush egg on lower edge of the circles. Fold over and press edges with fork dipped in flour.
In 3-4" of shortening, enough to cover the empanadas, cook 2 minutes per side or until brown.
Bake at 400 degrees for about 20 minutes or until brown For crispier empanadas, brush tops with milk before baking.
5After empanadas are made they can be stored frozen, cooked or uncooked. Using wax paper between layers, sprinkle enough flour between empanadas and paper to prevent sticking.