Whisk flour, cornmeal, sugar, baking powder and salt in a large bowl. Add cream cheese and oil and blend with your fingers until crumbly. Sprinkle the mixture with milk, 1 tablespoon at a time, and stir with a fork until the dough just comes together—the mixture will still be a little crumbly. Knead a few times in the bowl, then turn out onto a lightly floured surface and knead a few more times until the dough comes together. Divide in half and shape into 2 discs. Wrap in plastic and refrigerate until chilled, at least 30 minutes or up to 2 days.
Combine pineapple and preserves in a small saucepan. Bring to a simmer over medium heat and cook, stirring often, until syrupy, 12 to 15 minutes. Mash the pineapple into smaller chunks with a potato masher or fork. Remove from the heat; stir in breadcrumbs and cinnamon.
Preheat oven to 350°F. Coat a baking sheet with cooking spray.
On a well-floured surface, roll out one disc of dough at a time into a 1/8-inch-thick circle. Cut circles of dough using a 3-inch round cookie cutter. Repeat with the remaining dough, re-rolling scraps as necessary, to make 24 circles.
Place 1 teaspoon pineapple filling in the center of each circle. Fold in half, press edges together and crimp with a fork. Place on the prepared baking sheet.
Bake the empanaditas until golden, 12 to 15 minutes. Transfer to a wire rack and let cool slightly. Serve warm or at room temperature, dusted with confectioners’ sugar, if desired.
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