Preheat the oven to 375°F and line two large baking sheets with parchment paper, a silicone baking mat, or spray with non-stick spray.
Add the olive oil to a large skillet over medium heat and add the diced onion once hot. Cook, stirring often, until the onion becomes translucent.
Add the jalapeño and cook for another three minutes. Add the minced garlic and cook for another minute, or until it becomes fragrant.
Add the ground beef to the skillet and sprinkle in the salt, pepper, cumin, and oregano. Stir to combine.
Cook, breaking up the beef and stirring often, until the beef turns a dark brown color and is cooked through. Drain off the rendered fat, set the pan aside, and let it cool for 10 minutes.
Once cooled, add a spoonful of the beef mixture to the center of an empanada wrapper and top with a tablespoon of grated cheese.
Fold the wrapper in half, pinch the edges around the border, and twist the edges into a classic empanada border or use a fork to press in the edges to seal.
Place the empanadas on the prepared baking trays, leaving room for spreading.
In a small bowl, beat the egg and water together, then brush it over the empanadas.
Bake the empanadas for 25 to 27 minutes or until light and golden on top.
Remove from the oven and let them cool for 10 minutes before serving.
