You can roast and peel the poblano chile up to 1 week before you make this filling. Letting the filling chill before assembling the empanadas congeals the liquids--an essential step to ensuring the pies are properly formed.
Cut chile in half lengthwise; discard seeds and membranes. Place halves, skin sides up, on a foil-lined baking sheet; flatten with hand. Broil 8 minutes or until blackened. Wrap chile in foil; let stand 10 minutes. Peel and chop chile.
Heat oil in a large nonstick skillet over medium-high heat. Add onion and bell pepper; sauté 2 minutes or until onion begins to soften. Add garlic; sauté 30 seconds or until fragrant. Add zucchini, squash, corn, cumin, and thyme; sauté 2 minutes or just until vegetables are bright and crisp-tender. Remove pan from heat. Stir in poblano, mascarpone, salt, and pepper; spread mixture evenly on a large baking sheet. Cool. Remove and discard thyme, and stir in Cotija cheese and queso fresco; cover and chill at least 2 hours or up to overnight.
Preheat oven to 400°. Line 2 large baking sheets with parchment paper.
Combine 1 teaspoon water and egg in a small bowl. Divide cold filling into 15 equal portions (about 3 generous tablespoons each). Keep filling chilled while making each empanada. Moisten edges of 1 Whole-Wheat Empanada Dough disk with egg mixture; place 1 portion of cold filling in center. Fold dough over filling to form a half-moon shape. Gently press edges between thumb and index finger to form a border; crimp along border using fork tines to seal. Place empanada on prepared pan. Repeat procedure with remaining dough disks and filling portions. Lightly brush tops of empanadas with egg mixture; sprinkle with cumin seeds, if desired. Bake at 400° for 23 minutes or until tops are golden brown, rotating pans in oven halfway through baking.
I had to make several substitutions but more or less followed the recipe - sliced jalepenos instead of roasted poblano, homemade cream cheese instead of mascarpone, orange bell pepper, and grated Romano instead of Cojita. As with the Ropa Vieja recipe the dough was easy to make and handle (although this time I had to sub 1T white wine vinegar), and I did chill the filling but not for the specified time. I did end up with more filling than I could use, but the empanadas were tasty - a pleasant spiciness cooled by the cheeses, with a blend of flavors and textures. As my husband doesn't like most of these vegetables I ended up eating them all myself, albeit over several meals; so these were handy when I needed to grab a quick meal. I never froze them so I'm not sure how the veggies would have handled this. Given enough lead time I would make these again to serve to a crowd.
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