Preheat the oven to 350 F. Peel, core and chop the apples into 1/4-inch chunks. Put the apples into a pot with the sugar, lemon juice and cinnamon. Cook the apples over medium heat for 12 minutes, uncovered, stirring occasionally. Strain and discard the liquid. Set aside to cool for 30 minutes.
While the apple mixture cools, combine flour and sugar and then cut in the butter with a pastry cutter or fork, until it looks like coarse crumbs. Toss with 1/4 cup of water to moisten. Continue adding water by tablespoon and mixing with a fork until the crust holds together.
Form a ball out of the dough, and divide into four smaller balls. Flatten each into a disk. Refrigerate dough, covered for 20 minutes.
Roll out one ball of dough to approximately a 9 inch circle, 1/2-inch-thick, sprinkling extra flour to prevent it from sticking. Use a 4 to 5 inch round biscuit cutter, glass or mug to stamp out circles, rerolling scraps to finish the dough (each ball makes approximately 5).
For each circle, use your index finger to wet the edge with cold water. Place 1 tablespoon of cooked apples in the middle. Pick up the circle of dough, making a “boat” out of the dough, pinching together the sides to make a semi-circle. Fold the edges of the pinched-together dough in towards the empanada and crimp, sealing it well.
Repeat until you have finished all the dough. Place on a baking sheet and bake for 30 minutes.