Directions

• In a large bowl whisk the dry ingredients together. Using a pastry cutter or your fingers, work in the shortening until it resembles small crumbles. Mix in the egg yolk into dough. Set aside.
• In a small sauce pan, add the milk, anise and cinnamon stick. Heat to medium low. Heat milk slowly so that it may be infused with some of the flavors of the anise and cinnamon. Do not let it come to a boil. If you prefer, you can skip the cinnamon and anise in the milk. I just enjoy those flavors in there.
• Mix in the 3 oz. of milk to the dough. Place the dough onto a flat surface and knead with your hands until dough comes together. It will not be perfectly smooth. If the dough feels to dry and crumbly, mix in a little more milk. Do not over mix or the empanadas will be hard. Divide the dough into 14-16 small dough balls. Cover and set aside while you preheat your oven to 375 degrees F.
• Preheat oven to 375 degrees F. Line two baking sheets with parchment paper. The dough balls will release some of the grease and that's ok. Just roll it in your hands again and flatten slightly. On a lightly(very light) floured surface, roll out the dough ball to about 4 inches in diameter.
• Spoon out about 1 full tablespoon of dulce de leche. Use a second spoon to help you place the caramel onto empanada disk. Brush a light coat of egg white around one half of the inside edge of empanada. Fold over to form empanada. Gently press to remove any air and press around the edges
•  Pick up empanada and fold and pinch around the edges to seal. Place onto parchment lined baking sheets. Freeze empanadas for 30 minutes or refrigerate for 1 hour. This will help keep caramel from leaking out too much.
• Bake in a preheated 375 degree oven for 15 MINUTES. Set your timer!! Remove from oven and let sit for 2 minutes. Mix sugar and cinnamon in a bowl. Gently dredge and roll empanadas in the cinnamon and sugar mix. Place back onto baking sheet. Let cool completely before storing. You can store them for a couple of days.