Place about 1 to 2 heaping tablespoons of arroz con leche (rice pudding) in the center of each dough circle.
Fold the empanada discs and seal the edges with a fork or your fingers. Brush the top of the empanadas with the rest of the beaten egg and sprinkle sugar on top. Chill the empanadas for about 20 minutes.
Pre-heat the oven to 400 F and bake for 12-15 minutes or until golden.