Heat vegetable oil in a medium saute pan, add onions, green chiles, jalapenos, garlic and cumin and saute until onions are translucent.
In large bowl combine chicken, lime juice and cilantro. Add the onion-chili mixture and mix. Stir in cheese and season with salt and pepper, to taste.
Using a 4-inch ring mold, cut circles from prepared pie dough. Put about 1 tablespoon of the chicken mixture in center of dough. Brush egg wash around circumference of the dough. Fold top half over to form a half circle. Seal with the tines of a fork.
Heat a deep-fryer to 325 degrees F. with peanut oil. Submerge a few empanadas into oil until golden brown, about 2 minutes. Remove and drain on paper towels. Cool slightly and serve with Orange Salsa Verde dipping sauce.