Preheat the oven to 400 degrees. Lightly grease a baking sheet.
In medium bowl, combine cheese, celery, olives, and raisins and toss well. In a small bowl, beat egg with milk.
Place 2 tablespoons of filling just below the center of each empanada round. Using pastry brush or finger dipped in water, moisten bottom edge of empanada round, and fold top over filling. Press edges to seal filling, and prick tops with fork tongs.
Place empanadas on baking sheet and brush tops with the egg wash. Bake for 15 to 18 minutes, or until golden brown.