In a large bowl whisk together dry ingredients (flour, salt, and baking soda ) until well-combined. Place the flour mixture in the food processor. Add the butter to the mixture, and pulse until it has small clumps of butter the size of lentils. Return to the bowl.Pour in one of the yolks and cold water. Mix with a spatula until everything has been made into a ball. Knead lightly by hand for about 15 seconds. Make into a ball, and cover with plastic wrap. Chill for 20 minutes. In the meantime, line a baking sheet with parchment paper or silicone liner.
2. Making the empanaditas
Once the dough is chilled, whisk the remaining yolk and milk to make an egg wash. Set it aside.Divide the dough into 6 equally-sized balls. Using a rolling pin spread one ball at a time to obtain a thin layer. Cut circles with a round 5-inch cookie cutter [12 centimeters], or something of similar size.
3. Stuffing the empanaditas
Spoon a dollop of filling in the center of each round. Dab a tiny bit of water on the inside edges of dough with a damp fingertip, then fold. Press edges with the tines of a fork, or empanada press. Repeat with the remaining dough. If your kitchen is very warm, work fast so the butter in the dough doesn't melt completely.
4. Bake
Place empanaditas on the prepared cookie sheet, and paint them with the yolk wash. Return to the fridge for 20 minutes. In the meantime, heat the oven to 300ºF [150 ºC].Once the oven is at temperature, bake the empanaditas for 20 minutes or until they turn golden brown.Remove them from the oven and place them on a wire tray to cool.
5. Serving
Once cooled to room temperature, powder them with fine sugar and serve at room temperature.
Notes
I used guava marmalade and chopped dates for two choices of filling. You can try other marmalades, homemade or from jars, but they have to be very firm, watery marmalade will break the dough.