Place the potato, onion, and chorizo in a large saute pan and cook over medium heat, stirring occasionally, for 15 minutes, or until the potatoes are cooked through.
Drain on paper towels and let cool.
Preheat the oven to 375F, if baking immediately.
Cut the dough into 3-inch circles with a cookie cutter.
(A knife run around the outside of a glass also works well.)
Spoon a teaspoonful of the chorizo mixture into the center of each dough circle.
Dip your finger in water and wet the entire edge of the dough.
Fold the dough over to form a half circle and press the edge firmly with a fork to seal.
Arrange the empanadas on a baking sheet.
Place the egg in a small bowl and beat until combined.
Brush the egg over the empanadas and bake for 20 to 25 minutes, until golden brown.
Place the empanadas on a large plate and serve warm.