Prepare the dough by combining gluten-free all-purpose flour and salt in a mixing bowl. Cut in cold, cubed unsalted butter until it resembles coarse crumbs. Beat in a large egg, then gradually add cold water until a dough forms. Wrap in plastic wrap and refrigerate for 30 minutes.

Make the filling by sautéing finely chopped onions and diced bell peppers in a skillet over medium heat. Add cooked, shredded chicken and optional cumin, mixing well. Stir in cheese until melted and then let filling cool slightly.

Assemble the empanadas by rolling out the chilled dough to about 1/8 inch thick. Cut out circles and fill one half with the filling. Fold over and crimp the edges to seal.

Egg wash the tops of the empanadas with beaten egg. Bake in a preheated oven at 375°F for 20-25 minutes until golden brown.