First, prepare the pastry dough. In a food processor, pulse the flour and salt. Then add in the butter, egg, and ice water. Pulse until the mixture resembles crumbs. Knead the dough a couple of times until it comes together. Shape into a ball and cover in plastic wrap. Cool for at least 30 minutes.
Preheat the oven to 400F.
In a large skillet over medium heat, add the olive oil. Once heated, add the onion, cumin, paprika, cayenne, salt, and pepper. Cook until the onions are softened for about 4 minutes. Then add the garlic and cook for about 30 seconds until fragrant.
Add butternut squash, corn, and jalapeno. Cook until the squash is tender, about 20 minutes.
Once cooked through, remove from heat and let cool for 5-10 minutes.
Remove dough from the fridge. On a lightly floured work surface, roll out dough to approximately ⅛ inch thick. Using a cookie cutter or mason jar lid, cut 4-inch circles into the dough.
Now it's time to assemble. Have all the ingredients nearby; goat cheese, filling, dough circles, and prepared egg wash. Add a tablespoon of the filling to the center of the dough circle. Then add a couple of crumbles of goat cheese. Using your finger or pastry brush, lightly brush the outside rim of the circle in egg wash. Fold each circle in half, forming a half-moon shape. Crimp edges with a fork to seal the dough. Place on a parchment paper-lined baking sheet. Repeat until all ingredients are gone.
Lightly brush the top of the empanadas with egg wash and bake for 35 minutes or until golden brown.