Empanadas are meat- or cheese-filled pockets popular in Puerto Rico as well as Central and South America, and other parts of the Caribbean. You also can find empanadas in the U.S. at Latin restaurants. The pockets trace their origins to Spain and the word "empanada" comes from the Spanish word “empanar,” which means “in bread.” You can find premade empanada dough, similar to premade pie crust, at some chain grocery stores and at stores that specialize in Latin foods. You also can make empanada dough from scratch.
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Combine the flour, salt, baking powder and baking soda in a large bowl. Sift them together with a fork.
Mix the shortening into the flour, one spoonful at a time, until the flour has a crumbly texture.
Add the water a little at a time until you form a sticky dough. You might not use all of the water.
Sprinkle a flat, clean surface with a handful of flour. Turn the dough out onto the floured surface. Use a spatula to remove all of the dough. Add 1 tbsp. olive oil to the bowl.
Knead the dough until it is no longer sticky and has an elastic texture. Throw another handful of flour onto the kneading surface if necessary.
Return the dough to the bowl and roll it around in the olive oil. Cover the bowl with a towel and let it sit for 10 minutes.
Use the dough for your empanadas. If you want to save the dough for later, wrap it in a layer of plastic wrap, put it in a freezer bag and store it in the freezer.