Preheat oven to 400 degrees.
Pull apart chicken with a fork or using your hands and shred it into a large mixing bowl. Add about 1 cup of buffalo sauce (depending on the size of your chicken you may need more--make sure the chicken is fully coated). Using a fork, mix the sauce and at the same time pull apart the chicken even more.
Dust a clean surface with some flour and lay out your pie crusts. You can use a cookie cutter or even a bowl (I used a circular ramekin) to cut the dough into 3- or 4-inch circles. Fill each piece of dough with about small spoonful of the chicken and top with a pinch of cheese. Fold the dough over and use a clean fork and seal the edges.
Line a baking sheet with aluminum foil and coat lightly with a cooking spray. Place empanadas on the baking sheet. Crack an egg into a small bowl and whisk. Using a pasty brush, coat the top of each empanada with the egg wash. Let them bake for about 10-12 minutes, or until golden brown!
Tip: These heat up well in the oven so you can make them in advance, too!