Preheat oven to 400F. Line baking sheet with aluminum foil and set aside.
Make empanada dough: In a large bowl combine flour, salt, and baking powder. Whisk to combine. Using a pastry blender, cut in butter until flour mixture resembles coarse crumbles. Add cold water and mix with hands until a pliable dough forms. Wrap dough in plastic wrap and transfer to fridge for at least 15 minutes.
Make filling: Meanwhile, place chicken legs in a large bowl. In a blender, combine butter, hot sauce, habanero, and salt. Blend until smooth. Add half of buffalo sauce to chicken and marinate for 15 minutes. Place chicken on baking sheet and bake for 15 minutes. Then raise temperature to broil, flip chicken, and bake another 10-15 minutes. Remove from oven and set aside to cool, then roughly chop. Add cheese, toss to combine, and set aside.
Make empanadas: Remove empanada dough from fridge and roll out to 1/8 inch thickness on a well floured surface. Cut rounds using a 3-inch round cookie cutter (or cup/bowl). Dust rounds with flour and set aside. Combine scraps, roll out and cut rounds, continuing the process until no further rounds can be cut.
Using one round at a time, add 1 tablespoon of buffalo chicken mixture to center of round. Carefully fold over edges to create a half moon shape, then crimp and seal edges with a fork. Add to baking sheet. Repeat process with remaining rounds and beef. Ensure they are spaced with 1/2 inch between each empanada on baking sheet.Brush each empanada with egg then transfer to oven. Bake empanadas for 8 minutes, or until golden and crisp. Serve hot.