First make the filling. Put the drained pineapple in a pan with the sugar, nutmeg, cinnamon, ginger, and ¾ cup of the reserved juice.
Stir and bring the mixture to a boil, and then simmer for 45 minutes.
Take ⅓ cup of liquid out of the pan and set it aside to cool.
Mix the cornstarch with the liquid once it’s cool.
Pour the mixture back into the pan and simmer, stirring often, for about 10 minutes or until thick.
You can add more cornstarch dissolved in juice if it’s runny.
Let the filling cool and make the empanada dough next.
Put the flour, baking powder, sugar, salt, and cinnamon in a stand mixer bowl and mix on low.
Add the shortening and mix again.
Whisk the milk and eggs in another bowl and pour this mixture into the flour mixture.
Mix until you get a soft dough and then knead it, divide it in half and wrap each half in plastic wrap.
Refrigerate it for 20 to 30 minutes.
Preheat the oven to 350°F.
Divide one half of the dough into 12 balls and roll each one into a small circle.
Divide half of the pineapple mixture between them.
Use egg glaze to moisten the bottom edge of each circle and fold the dough over the filling, pressing firmly to seal.
Repeat with the rest of the dough and the rest of the filling.
Brush egg glaze over them and sprinkle on some raw sugar too if you like.
Pierce the top of each empanada with a fork and bake on a parchment paper-lined baking sheet on the middle oven rack for 15 minutes.
If the bottoms are starting to brown, move them to the top of the oven.
If not, leave them where they are.
Bake for another 5 minutes or until golden brown and serve.