Preheat the oven to 300˚F. Line two rimmed baking sheets with silicone mats or parchment paper.
In the bowl of a food processor or a high-speed blender, add avocados, cilantro, sour cream, milk, salt, black pepper, and lime juice. Purée until smooth. Set aside in the refrigerator until ready to serve.
Heat oil in a large skillet over medium heat. Once hot, add onion, cumin, paprika, and cayenne pepper. Cook until onions are softened, approximate 3 to 4 minutes. Stir in garlic, cooking until fragrant, about 30 seconds to 1 minute.
Add butternut squash, beans, and jalapeño. Cook until squash is cooked through, about 15 to 20 minutes.
Season with salt and pepper to taste. Remove from heat and let cool slightly.
Roll out pie crusts to be about 1/8-inch thick. Cut 4-inch circles in the dough. Add a tablespoon or so of the squash mixture to the center of each circle. Sprinkle with goat cheese crumbles, even distributing between the circles.
Fold each circle over the filling, forming a half-moon shape. Crimp the edges with a fork. Add empanadas to the sheet pans, spacing them apart evenly.
Add egg and 1 Tablespoon water to a small bowl. Whisk to combine. Brush the tops of the empanadas with the egg mixture.
Bake for 20 to 30 minutes, until golden brown. Serve warm with avocado dipping sauce.
notes
* I used store-bought pie crusts, but you can use homemade if you would like!