You’ll want to have a square piece of plastic wrap ready on the counter with some oil spread on it. Also, you’ll need a bowl (not for mixing) to cut the edges…see below.
Heat frying oil in a deep fryer or simply a pan on the stove (how it’s done in Venezuela); or heat up the oven to 350 degrees.
In a bowl, mix the water with the sugar, salt, and oil.
Start adding the corn meal/corn flour slowly while mixing the ingredients by hand. Massage the mixture until it’s smooth.
Grab some of the mixture and form a ball of the size of your hand. Gently smash the ball onto the piece of plastic wrap to create a disc.
Add the preferred stuffing (cheese, beef, beans, chicken, ham, etc..) and fold the circle over using the plastic wrap to create a half moon shape. At this point you should have the empanada in the middle of the plastic wrap.
Now you want to cut the edges of the circular part. For this, use the bowl. Tilt the bowl, place the edge near the corner of the half moon and roll the bowl across the entire circular part of the empanada which seals it and cuts it into a nice edge at the same time.
Now it’s ready to be baked or fried, but it is VERY fragile. If your hands aren’t already oily, put oil on one hand, transfer the empanada from the plastic wrap to your oily hand, then to the pan for frying or rack for baking. Baking times will vary depending on the size of empanada, but look for the outside to be a crisp brown color - about 20 minutes. A Venezuelan empanada is always fried in hot vegetable oil.