Make the dough: Combine water, salt and 1/4 cup oil in saucepan and bring to boil. Transfer to bowl and let cool. When cool, incorporate flour slowly, in 4 parts, until doughy. Transfer to flat surface and knead, incorporating more flour as needed so dough does not stick to work surface. Dough should be hard and dry. Let rest 30 minutes, then flatten with rolling pin. With round mold, cut out 5-inch discs from dough.
Make the filling: Heat 2 tablespoons oil in skillet over medium-high heat. Add onion and saute about 1 minute. Remove from heat and transfer to bowl. Stir in scallions, pepper, cumin, eggs, paprika and salt to taste. Refrigerate until completely cool.
Preheat oven to 375 degrees. To form empanadas, put dollop of filling in middle of each disc. Moisten edges with water, fold over and seal empanada around edges with fork or fingers. Bake until empanadas are lightly toasted, about 15 to 20 minutes.