Heat olive oil in a skillet over medium heat. Add diced onion, minced garlic, and bell pepper. Sauté for 3-4 minutes until softened.

Add shredded chicken to the skillet and stir to combine.

Pour in the tomato sauce and season with ground cumin, smoked paprika, chili powder, salt, and pepper. Stir well and cook for an additional 5-6 minutes until the filling is heated through and well-seasoned. Remove from heat and allow the filling to cool slightly.

Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper.

Place a spoonful of the chicken filling onto the center of each empanada dough disc.

Fold the dough over the filling to create a half-moon shape. Press the edges together and use a fork to crimp and seal the edges.

Brush the top of each empanada with the beaten egg to create a golden finish.

Place the empanadas on the prepared baking sheet and bake for 20-25 minutes, or until golden brown.

Remove from the oven and let cool slightly before serving.