Afternoon snacks or to accompany a good coffee don't always stand out for being the sweetest, and a clear example is this recipe for Ate and Cheese Empanadas. This homemade empanada recipe is also ideal when you're looking for a different option for breakfast or to take to work. To ensure your homemade empanadas turn out like ours, it's important to let the dough rest so it doesn't shrink when rolling and cutting. Also, remember that the amount of milk in the dough will depend on the moisture contributed by the other ingredients.