Preheat oven to 200°C (400°F) and line a baking sheet with parchment paper.

Chop the shrimp into small bite-sized pieces and set aside.

Heat olive oil in a large skillet over medium-high heat. Add onion and bell pepper, sautéing for 3-4 minutes until softened.

Add garlic and jalapeño, cooking for another minute until fragrant.

Add the chopped shrimp, cumin, smoked paprika, and chili powder. Cook for 4-5 minutes, stirring frequently, until shrimp are pink and reach an internal temperature of 63°C (145°F).

Remove from heat, stir in cilantro, and season with salt and pepper. Let filling cool for 10 minutes.

Place empanada dough discs on a clean surface. Spoon approximately 2 tablespoons of shrimp filling onto one half of each disc, then top with shredded cheese.

Fold dough over filling to create a half-moon shape. Press edges firmly with a fork to seal completely.

Arrange empanadas on the prepared baking sheet and brush tops with beaten egg.

Bake for 18-22 minutes until golden brown and crispy.

While empanadas bake, mix sour cream, lime juice, and lime zest in a small bowl to make the lime crema.

Allow empanadas to cool for 5 minutes before serving with lime crema on the side.