Preheat the oven to 350. Line two baking sheets with parchment paper and set aside.

Roll out the pie dough and cut it into large circles (I used a 3 7/8 inch biscuit cutter, but you could use a small bowl instead).

In a medium bowl, mix together the chicken, cream cheese, shredded cheese, enchilada sauce, and jalapeño.

Place a tablespoon-sized scoop of filling on each of the circles of dough, and fold the edges together. Crimp the edges with a fork or twist them together to seal the dough.

Place on the prepared baking sheets and cut a slit in the top of each empanada, or pierce each with a fork a few times.

Brush each empanada with the beaten egg. Bake in preheated oven 25-30 minutes, or until golden brown. Serve warm.