The best way of keeping your empanadas from becoming soggy is to ensure that the filling is not too wet. If it is, it will make the dough soggy. A good way to take some moisture out of empanada’s filling is to put it into a fine-mesh strainer and leave it to drip for an hour or so. Letting the filling cool or even refrigerate it for a short while before wrapping it in the pastry is also a good idea.