Although vegetable oil can be used to fry empanadas, I prefer avocado oil. It has a high smoking point, a delicate flavor, and is healthier than vegetable oil. The oil should be between 350-375 degrees F prior to adding the empanadas to the pan. This temperature allows for even frying and will keep the empanadas from being overly oily, which is a direct result of frying food in oil that has not come up to the correct temperature. Fry empanadas for 1 minute per side, or until golden brown, then drain on paper towels before serving.