Heat 1 tablespoon oil in a skillet over medium-high heat. Add diced chicken, onion, garlic, bell pepper, cumin, paprika, salt, and pepper. Sauté for 6-8 minutes until chicken reaches 165°F and excess moisture evaporates. Remove from heat and let filling cool completely, about 10 minutes.
1 lb chicken breast or thigh, 1 medium onion, 3 cloves garlic, 1 medium bell pepper, 1.5 tsp cumin, 1 tsp paprika
Place empanada dough rounds on a lightly floured surface. Roll each round once or twice to thin to about ⅛ inch thick, being careful not to overwork the dough.
1 package empanada dough
Spoon 2-3 tablespoons of cooled filling onto one half of each dough round. Brush edges with beaten egg wash. Fold dough over filling and press edges firmly with a fork to seal.
1 lb chicken breast or thigh, 1 egg egg
Brush tops and edges of each empanada with egg wash. Arrange empanadas in the air fryer basket leaving 1-inch gaps between each for air circulation.
1 egg egg, 1 package empanada dough
Air fry empanadas at 375°F for 12 minutes, flipping halfway through after 6 minutes. Cook until crust is golden and crisp. Let empanadas rest for 5 minutes before serving to let filling set.