For the empanadas: Preheat oven to 450ºF.
Peel and cut in half lengthwise each plantain.
Place plantains on baking sheet and sprinkle with sugar and panela. Bake until plantains are soft, about 10 to 15 minutes, turning once.
Lower heat to 350ºF.
Boil all ingredients except flour. Add flour to warm ingredients and combine until smooth.
Knead until dough is firm. Divide into 6 discs and freeze for at least 2 hours.
Roll discs to 1/4 inch each when ready to make empanadas.
Fill with cooked plantains. Fold over and seal with egg wash. Bake until light brown.
For the chocolate chili dipping sauce: Combine chocolate, cream, butter and chili pepper in a heavy saucepan.
Cook over very low heat until all the chocolate is melted and the mixture is smooth.
Serve warm or cold. Can be refrigerated for up to 2 weeks and gently reheated.