In a large pot, over medium heat, melt the vegetable shortening. Add the onions, shallots, and garlic and cook until they are soft but not browned.

Lower the heat and add the tomato sauce, tomato paste, chopped mixed green and red peppers, parsley, wine, stock, and mushrooms.

Bring a large pot of water to the boil. Add the carrots, zucchini, squash, and broccoli and cook until the vegetables are al dente. Add the mixed vegetables and spinach and heat through. Drain the vegetables and put them into an ice bath. When cool, drain well.

Put the vegetables back into the pot along with the creamed corn. Mix in the red pepper flakes, paprika, oregano, Cajun seasoning, and salt and pepper, to taste. Refrigerate for at least 2 hours.

Preheat the oven to 375 degrees F. Line a cookie sheet with parchment paper.

Place 1/4 cup vegetable mixture on the middle of each empanada dough disk. Avoid reaching the edges with the filling because oiliness will prevent good sealing. Slightly wet the edges, fold in half, and stick edges together. The shape should resemble a half-moon. Seal by pinching the edge between your thumb and index finger to make a curl about 5 or 6 times. Other sealing procedures like pinching without curling or using a fork to seal will not prevent the juices from leaking.

Place the finished empanadas on the cookie sheet and brush them with the egg yolk. Cook until they are golden brown, about 25 to 30 minutes.