In a large glass bowl, melt the shortening in the microwave for 1 to 2 minutes.
Add the cold beer, salt and baking powder, and stir gently. Gradually add in the flour until the dough forms and is no longer sticky. Transfer to a flat work surface and knead the dough for about 6 to 7 minutes. Cover with plastic wrap and refrigerate for 1 hour.
Make 18 to 20 dough balls and cover with plastic wrapper to keep moist while you assemble the empanadas. If the dough ball feel greasy, just knead them a little before rolling them out.
On a flat, lightly floured surface roll out(to 41/2 inches) one dough ball at a time. Fill with two tablespoons of your favorite, cooked filling. Fold over and use your fingers to pinch and seal.
Brush with egg wash and bake in a 375 °F preheated oven for 25 to 30 minutes or until golden brown. Place under broiler on high to brown as little or as much as you like them. Never leave your broiler unattended.