Empanada Dough: Combine flour, salt, and sugar in a food processor. Cut in shortening, mixture should be sandy. Add the egg and wine, pulse until dough comes together in a ball. The dough should be pliable; if not add more wine.
Assembly: Separate the dough into 3 balls. Roll the first ball out until it is 1/4 inch thick. With a 6-inch round cutter, cut circles out of all the dough. Remove the edges and save for the next roll. Fill each circle with about 2 1/2 tablespoons in the center of the dough.
Dip a small brush in room temperature water, run the brush around the edge of the dough. Close 1 side to the other forming a half moon shape. Close the edges pressing lightly with the back of a fork.
In a deep saute pan, heat 4 to 5 inches of canola oil on medium high heat to 360 degrees F. Add the empanadas turn over constantly until golden. Remove and drain on paper towels. Serve immediately.
Recipe courtesy of Michelle Bernstein