In a large mixing bowl, combine the all-purpose flour and salt. Add the cubed cold unsalted butter, using a pastry cutter or your fingers to mix until the mixture resembles coarse crumbs. In a separate bowl, whisk together the egg, milk, and olive oil. Gradually add this mixture to the flour mixture, stirring until a dough forms. Knead gently on a floured surface until smooth. Wrap the dough in plastic wrap and refrigerate for at least 30 minutes.
While the dough is chilling, heat a skillet over medium heat. Add olive oil and sauté the chopped onion until translucent. Add the diced jalapeño and cook for another 2 minutes. Next, add the ground beef, breaking it apart with a wooden spoon. Cook until browned, then drain excess fat. Stir in the tomato paste, chili powder, paprika, cumin, oregano, salt, and pepper. Pour in the beef broth, then add the diced potatoes and frozen peas. Cook until the potatoes are tender, about 10-15 minutes. Remove from heat and let it cool.
Once the dough has chilled, remove it from the refrigerator. On a floured surface, roll out the dough to about ¼-inch thickness. Use a round cutter (about 4-5 inches in diameter) to cut out circles of dough.
Place a tablespoon of the beef filling in the center of each dough circle. Be careful not to overfill! Fold the dough over to create a half-moon shape. Press the edges together firmly to seal, then crimp with a fork for a decorative touch.
In a small bowl, whisk together the egg and water. Brush the egg wash over the tops of the empanadas to give them a beautiful golden color when baked.
Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper and arrange the empanadas on the sheet. Bake for 20-25 minutes, or until they are golden brown and crisp.
Once baked, remove the empanadas from the oven and let them cool slightly. Serve warm, and enjoy the delicious flavors of your homemade empanadas!