In the food processor: Put flour, egg, sugar, salt, food coloring, water, and shortening in a food processor, and work pulsing on and off five or six times, until the dough comes together.
Transfer the dough to a lightly floured surface, and knead a little with your hands. At this moment wrap the dough in plastic film, or a Ziploc bag, and put in the fridge for 1 hour, or up to 7 days.
To make by hand: Place the flour in a large bowl, make a well in the center and add water, egg, sugar, salt, and yellow food coloring. With a fork, combine the ingredients in the center of the flour.
Add shortening, and working with your fingertips, mix everything with the flour, until it forms a dough that no longer sticks to your fingers.
Scrape onto a floured surface, knead lightly and divide in 15 portions, rolling each one into a ball. Cover with a kitchen towel.
Take one dough ball, cover completely with flour, roll with a rolling pin, forming an oval shape, not too thin.
Put ¼ cup of the cooled filling in the center of the dough. Fold in half to enclose the filling, press the edge and seal with the tines of a fork. Put on baking pans.
Preheat the oven to 350F. In a small bowl, mix 1 egg with 1 tablespoon water. Using a pastry brush, brush the empanadas with the egg wash.
Bake for 20-25 minutes. Put in wire racks to cool, and sprinkle with powdered sugar.
Recipe by PERU DELIGHTS at https://perudelights.com/aji-gallina-empanadas/