For a spicier kick, use a hot salsa or add a pinch of cayenne pepper to the chicken mixture. Feel free to experiment with different cheeses, such as cream cheese or Monterey Jack. These empanadas can be assembled ahead of time and stored in the refrigerator until ready to bake. Add a few minutes to the baking time if baking from cold. Serve with a side of sour cream, guacamole, or extra salsa for dipping.