In a bowl, combine the flour and salt. Add the melted butter or shortening, then gradually add the water. Knead until a smooth dough forms. Wrap in plastic wrap and refrigerate for 30 minutes.
Peel, cube, and roast the pumpkin at 400°F (200°C) for about 25 minutes, or until tender. Purée with a fork or immersion blender until smooth.
In a skillet, sauté the finely chopped sage in olive oil until fragrant. Add the crushed garlic and cook for a few seconds more. Stir the sage-garlic mixture into the pumpkin purée along with the nutmeg.
Let the filling cool slightly. Taste and season lightly with salt, if needed.
On a lightly floured surface, roll out the dough to a 3 mm thickness. Cut out circles about 4-5 inches (10–12 cm) in diameter. Place a tablespoon of the pumpkin filling in the center of each circle.
Fold the dough in half to form a half-moon shape. Seal the edges with a fork or by hand, ensuring they are well-sealed, as the filling is quite soft.
Place the filled empanadas on a baking sheet lined with parchment paper. Brush the tops with a little olive oil for a nice golden color.
Bake in a preheated oven at 400°F (200°C) for 20–25 minutes, or until the crust is golden brown and crispy, and the filling is heated through.
Let cool for 5 minutes before serving warm. This makes a delightful autumn dish, which is also delicious cold.
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