Place empanada on a parchment paper-lined baking sheet. Prick a few holes in the tops of the empanadas using a fork. This allows the steam to escape and helps to keep the empanadas from exploding open. Next, brush some egg wash over the top of the empanadas. Bake on the center rack of a preheated 350-degree F oven for 25 to 30 minutes, or until golden brown in color.