1 - Sift the flour, baking powder, and salt into a large mixing bowl.

2 - Combine the lard and milk in a saucepan, and heat until the milk is hot.

3 - Pour the hot milk into the flour mixture, and stir until a dough forms.

4 - Turn out onto a floured surface, and knead until smooth and elastic.

5 - Cover, and allow to rest for 15 minutes.

6 - Preheat oven to 375 degrees F (190 degrees C).

7 - Roll the dough out on a floured surface 1/4-inch thick.

8 - Cut into 4-inch rounds.

9 - Brush the outer edges of each circle with beaten egg, and fill with a small mound of cheese.

10 - Fold each circle in half to form a half-moon; press the edges with your fingers or a fork to seal.

11 - Place the empanadas onto a parchment paper-lined baking sheet.

12 - Brush the tops with remaining egg.

13 - Bake in preheated oven until golden-brown, about 20 minutes.

14 - Alternatively, the empanadas may be deep fried in 375 degrees F (190 degrees C) oil.

15 - If deep frying, do not brush the outsides of the empanadas with egg.

16 - Drain on paper towels.