Wash and cut the plantains in half. Cook them with the skin on over medium-high heat in a large pot with water, until plantains are cooked and soft, about 10 minutes.
Peel and mash the cooked plantains with a fork or a potato masher until you get a soft mixture. Let it rest for 5 minutes.
Add the egg, butter, flour, vanilla extract and sugar and mix well.
Form the dough into a ball and let rest in a bowl at room temperature for about 20 minutes. Form 12 balls with the plantain dough and press down each ball to make a disc with the palm of your hand. Add cheese in the middle, fold it in half and press to seal with your fingers, or use a fork to help seal the edges, so the cheese is sealed and does not melt out. Spray oil on a baking sheet or cover with wax paper. Preheat the oven to 400F.
Place the empanadas on the baking sheet and bake in the oven for about 15 minutes, then turn the empanadas and cook for about 15 minutes more or until golden. Serve warm.