Heat olive oil in a large skillet over medium heat.

Add diced onion and garlic to the skillet and sauté until softened, about 3 minutes.

Add red bell pepper and cook for an additional 2 minutes.

Stir in shredded chicken, tomato sauce, smoked paprika, ground cumin, dried oregano, salt, and black pepper. Cook for another 5 minutes to combine the flavors.

Mix in the chopped green olives and remove the skillet from heat. Let the filling cool slightly.

Preheat the oven to 375°F (190°C) and line a baking sheet with parchment paper.

Place an empanada dough disc on a clean surface. Spoon about 2 tablespoons of the chicken filling onto the center of the disc.

Fold the dough over to form a half-moon shape and press the edges together to seal. Use a fork to crimp the edges for extra security.

Repeat with the remaining dough discs and filling.

Arrange the empanadas on the prepared baking sheet and brush each one with the beaten egg for a golden finish.

Bake the empanadas in the preheated oven for 20-25 minutes or until golden brown.

Remove from the oven and let them cool for a few minutes before serving.