Add the oil to a large saute pan over medium-high heat. Season the pork with chili powder, salt and pepper, to taste, and quickly sear for 2 minutes. Remove from the pan to a bowl and cool slightly. Add the scallions, cilantro, chipotles and queso fresco and mix well.
Roll out the pie rounds on a lightly floured surface and using a 3-inch biscuit cutter, punch out rounds of dough. Put about 2 tablespoons of the filling, off-center, on each dough round. Brush the edges of the dough with beaten egg. Fold the dough over the filling and crimp the edges with a fork. Arrange them on a half sheet tray lined with parchment paper and brush the tops with remaining beaten egg. Bake until nicely browned, about 13 to 15 minutes. Remove the empanadas from the oven and arrange them on a platter. Serve with the dipping sauce.
In the same pan the pork was cooked in, add the butter. Turn the heat to high and add the shallots. Cook the shallots until nicely caramelized, about 4 to 5 minutes. Add the shallots, avocado, olive oil, red wine vinegar and sour cream to a blender. Season with salt and pepper, to taste, and puree until smooth and velvety. Transfer to a serving bowl and serve with the empanadas.