In a heavy sauce pan, add the blueberries, sugar and lemon juice. Heat to medium heat. Once the blueberries begin to break down and boil, reduce the heat slightly and stir as needed. The blueberries will cook at a steady simmer for at least 80 to 90 minutes or until the liquid reduces and the mixture becomes very thick.
Once it has become thick, in a small bowl, mix the extract, water and cornstarch until smooth. While stirring, add this slurry into the blueberries. Cook for another minute or two. Remove from heat and let cool completely before filling empanadas. Best if chilled overnight.
In a large bowl, add all of the dry ingredients. Cut in the shortening using your hand or a pastry cutter. Mix in the egg yolk. Gradually mix in the hot milk and gently knead until dough comes together. If it’s still too dry, add a little more hot milk.
Transfer the dough to a bowl. Cover with plastic wrap and let rest for at least 30 minutes. When ready, preheat oven to 375 degrees F. Line two baking sheets with parchment paper. Set aside. While oven preheats, divide dough into 22-24 equal portions. Roll into a ball and flatten slightly. Transfer to a plate and cover loosely with plastic.
Use a rolling pin to roll out the dough balls to about 3 1/2 to 4 inches in diameter.
Once you have your empanada disk ready, fill with 1- 1 1/2 full tablespoons of filling down the center, making sure you don’t get too close the the edges. Fold over and press gently around filling to push out any air. I like to use the pinch and fold over method for sealing, but you could also use a fork if that is easier. Transfer filled empanadas to prepared baking sheets.
Bake on middle rack for 18-20 minutes or until edges begin to brown lightly. Move up to top rack and broil just to brown the tops lightly. Remove from oven and let cool.
Once empanadas are cool, prepare the glaze. In a bowl whisk together the ingredients until very smooth. Line a baking sheet with parchment paper, then place a wire cooling rack on top. Space out the empanadas evenly onto rack. Spoon on the glaze generously over empanadas. Let cool before storing.