Using a whisk, mix the flour, baking powder, salt and sugar to fully incorporate all ingredients. This is your dry ingredients.
Cut the margarine into small pieces and using your hands mix margarine into the dry ingredients. The result should look like bread crumbs.
Add the egg yolk and the milk in small amounts until the dough starts to form.
Turn out mixture onto a lightly floured surface and gather together, then knead gently with heel of your hand once or twice, just enough to bring dough together.
Flatten the dough into a disk, than wrap in cling wrap. Place in the refrigerator for at least1 hour.
Roll out the dough to about 1/8 inch thickness and cut into desired circles using a pastry mat, bowl, plate or glass. See notes for circle size suggestions.
Fill empanada with the desired filling/s and then fold in half and pinch into shape.
Whisk and egg and brush the top of the empanda with an egg wash for a shiny golden look.
Bake at 425 degrees for 25 minutes or until golden brown.