For the beet filling: Melt butter in a large Dutch oven over medium-high heat. Add onion, peppers, celery and jalapenos and cook, stirring occasionally, 10 to 12 minutes. Season to taste with salt and pepper. Stir in the beets, garlic and ginger and cook until fragrant. Sprinkle in the flour to thicken, then transfer to a bowl and cool completely.
For the pie dough: Sift together the flour, salt and baking powder. Beat together the milk, egg and beet puree in a separate bowl. Cut the shortening into the flour mixture until pea-size crumbs appear. Put both the flour mixture and the wet mixture into the bowl of a stand mixer and mix on low speed until a soft dough is formed. Roll out the dough nice and thin on a floured surface, then cut into 5-inch circles.
Fill each circle with a heaping tablespoon of the beet filling, then fold into a half moon and crimp shut with a fork.
Fill a Dutch oven halfway up with vegetable oil and heat to 360 degrees F.
Fry pies in batches until crisp, 4 to 5 minutes. Remove and sprinkle with salt.
To make beet puree, add a roasted peeled beet to a food processor and run until smooth.