SHRIMP FILLING: Cut the raw shrimp into small pieces. Heat the oil in a skillet and sauté the garlic with the onion and bell peppers. Let cool. In a bowl, mix the shrimp, vegetables, cilantro, and shredded cheese. Refrigerate until ready to use.

CILANTRO SAUCE: In a small bowl, whisk together the olive oil, lemon juice, and salt. Mix in the remaining sauce ingredients.

DOUGH PREPARATION: In a bowl, mix the flour with the salt. Cut the butter into the flour using a pastry cutter, food processor, or your fingers until the mixture forms coarse crumbs.

In a separate container, beat the egg with the water and wine. Add to the flour mixture and form a ball, kneading as little as possible. Wrap the dough and let it rest in the refrigerator for about 40 minutes.

Sprinkle flour on the work surface. Divide the dough in half. Roll out one half and cut out circles about 6 inches (15 cm) in diameter. Repeat with the second half of the dough. Gather the scraps and cut out more circles. You should get 16 to 20 circles.

Place the empanadas on a metal baking sheet lined with parchment paper or lightly greased with oil, butter, or dusted with flour.

Preheat the oven to 475°F (246°C). Brush the empanadas with beaten egg and bake until golden, about 25 minutes.

I served the empanadas with a tomato and red onion salad and the cilantro sauce on the side.
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