Preheat the oven to 425 degrees. Line one sheet pan with aluminum foil and another with parchment paper.
Rub the sweet potatoes with olive oil and prick them all over with the tines of a fork. Place the potatoes on the foil-lined sheet pan. Bake for about 1 hour, until very tender when pierced with a knife. Lower the oven to 375 degrees.
Allow the potatoes to cool enough to handle, then peel and discard the skins, placing the potatoes in the bowl of an electric mixer fitted with the paddle attachment. Add the sour cream, butter, maple syrup, chile powder, orange zest, orange juice, 1 1/2 teaspoons kosher salt, and 3/4 teaspoon black pepper and mix well. Set aside.
Unfold one sheet of the cold puff pastry on a floured cutting board. Roll the sheet into a 12-inch square with a rolling pin. With a sharp paring knife, cut four 5-inch circles from the pastry, using a dish as a guide and discarding the scraps. Place a heaping soup spoon of filling on each circle, leaving a 1-inch border. Brush the edges of the circles with the egg wash and fold over, making half circles. Crimp the edges together with the tines of a fork. Repeat with the second sheet of puff pastry. Place on the parchment-lined sheet pan. Chill for 15 minutes.
Brush with the egg wash and sprinkle with the sea salt and pepper. Make 2 small slits in each empanada to allow steam to escape. Bake for 25 to 30 minutes, until puffed and browned. Serve hot.