For the filling: Heat the oil in a large saute pan set over medium-high heat. Add the turkey and sprinkle with salt and pepper. Cook, stirring to break up the turkey, until browned and cooked through, about 5 minutes. Using a slotted spoon, transfer the turkey to a bowl and keep the fat in the pan. Add the chili powder, coriander, cumin, garlic, onions and bell peppers, and cook until soft and fragrant, 7 to 8 minutes. Add the meat back to the pan and stir to incorporate. Add the tomato puree, raisins, capers, olives, thyme and bay leaf, and cook until all of the flavors come together and the liquid is absorbed, about 10 minutes. Season with the lime juice, salt and pepper. Cool the filling completely.
For the dough: In a large bowl, sift together the flour, masa harina, baking powder and salt. Stir in the melted butter. Gradually add 1/2 cup to 3/4 cup water, and work it in with your hands to incorporate; the dough should be easy to handle and not sticky. Form the dough into a ball, wrap it in plastic, and refrigerate for 30 minutes.
Lightly flour a rolling pin and a clean surface. Divide the dough in half. Refrigerate half of the dough and roll out the other half of the dough to 1/8-inch thick. Using a 4-inch cookie or biscuit cutter, cut out 10 circles of dough. Repeat with the remaining dough.
In a small bowl, beat the egg with 1 tablespoon water. Spoon 2 generous tablespoons of filling into the center of each pastry circle, leaving a 1/2-inch border. Brush the edges with the egg wash and then fold the dough to enclose the filling and form a semi-circle. Tightly seal the edges by crimping with the tines of a fork. Chill for at least 30 minutes.
For the sauce: In a small mixing bowl, add the crema, cilantro and lime juice. Mix thoroughly and season with salt and pepper.
Preheat the oven to 375 degrees F. Grease a baking sheet.
Place the empanadas on the prepared baking sheet and brush the tops with some egg wash. Using a fork, prick a few holes in the tops of the empanadas for the steam to escape. Bake until the empanadas are golden brown, 30 minutes.