3 1/2 cups (1 pound) all-purpose flour, plus a little more for rolling the dough
2 cups pureed cooked pumpkin (canned is fine here), for filling
A generous 1/2 teaspoon salt
1/4 cup chopped piloncillo (Mexican raw sugar in cone form) or lightly packed dark brown sugar, for filling
2 teaspoons sugar
1 teaspoon ground cinnamon, preferably Mexican canela, for filling
1 cup (8 ounces) well-chilled lard OR 1 cup (8 ounces) chilled vegetable shortening OR 1 1/2 sticks (6 ounces) unsalted butter plus 1/2 cup vegetable shortening or lard
1/2 teaspoon salt, for filling
1 egg beaten with 1 tablespoon milk or cream, for glaze
1. Make the dough using a food processor: Measure the flour, salt and sugar into a large food processor, and stir the salt and sugar into the flour. Cut the lard, shortening and/or butter into 1/2-inch bits put in flour. Cover and pulse until bits.
2. Uncover, sprinkle 1/8 cup of the ice water over the top, re-cover and pulse three times. Uncover, sprinkle on another 1/8 cup of ice water, re-cover and pulse a few more times, until the mixture starts to come together.
3. Uncover, dump the dough onto a work surface, gather into a ball, wrap in plastic and refrigerate for at least 1 hour.
4. Without a food processor: Measure the flour, salt and sugar into a bowl, stir well, then distribute the fat over the top. Use your fingers or pastry blender to cut the fat into the flour until it is in tiny bits with 1/8 cup water.
5. Repeat with another 1/8 cup of ice water, stopping when the mixture can be collected into a mass (it shouldn’t feel wet, but be moist enough to hold together without crumbling). Wrap in plastic and refrigerate for at least 1 hour.
6. Make the filling. Combine all the ingredients in a small (2-quart) saucepan; cover and set over medium-low heat. Stir until the sugar is completely melted, then uncover and simmer until very thick, about 15 minutes. Put into a small bowl and cool.
7. Form the empanadas. Cut the dough in half. On a lightly floured board, roll one half into a thin rectangle 12 x 16 inches. Cut out twelve 3˙- to 4-inch circles. Brush edges very lightly with water, then spoon 1 tbsp portion of filling in the center.
8. Fold the dough carefully over the filling and press edges to seal. Put a final seal on the empanadas by pressing the two edges together with the tines of a fork. Transfer the empanadas to an ungreased baking sheet. Cover and refrigerate.
9. Repeat with second piece of dough, then cover.
10. Bake the empanadas. Heat the oven to 425 degrees. Bake for 15 minutes until they begin to color, then remove and brush lightly with the egg-milk glaze. Return to the oven about 5 minutes longer, until nicely browned. Cool and serve.