Combine the flour and salt in a bowl. Add the melted butter or lard. Gradually add the water and knead until a smooth, elastic dough forms. Wrap in plastic wrap and refrigerate for at least 30 minutes.
Crumble the Gorgonzola cheese into small pieces. Mix with the sour cream, ground black pepper, and roughly chopped walnuts. The mixture should be creamy but not too runny.
On a lightly floured surface, roll out the rested dough to a thickness of about 3 mm. Cut out circles with a diameter of about 10–12 cm. Place a tablespoon of filling in the center of each circle.
Fold the circles in half to form a half-moon shape and seal the edges with a fork or by twisting the edges by hand. Make sure they are sealed well, otherwise the filling may leak during baking.
Place the filled empanadas on a baking sheet lined with parchment paper. Brush the tops with a little water or olive oil to help them brown nicely.
Bake in a preheated oven at 400°F (200°C) for 20–25 minutes. The pastry should be golden brown, and the filling melted and fragrant.
Let cool for 5 minutes, then serve warm or slightly cooled. Excellent as a standalone dish or as an appetizer for a wine dinner.
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