How to make an empanada party:
Have your friends bring their favorite filling. Some favorites: mushrooms/spinach/swiss, soyritzo/salsa/queso fresca, butternut squash/goat cheese, meat/chilis/cheese. Gather your friends around a table, keep delicious libations flowing, and set them to empanada making.
Mmmmm, tower of queso fresca
Buy the dough--you can get it precut, sold like individually wrapped Kraft cheese slices.
But it's better. Really Or you can make your own dough.