Select firm, meaty peppers without wrinkles. Rinse thoroughly to remove dust particles.
Pierce each chile with a knife. Place peppers evenly in a single layer on the grill.
Watch them closely as the skin will blister and turn black within minutes.
Turn the peppers after 8 to 10 minutes to blister all sides evenly. When done, the pepper skins should be evenly blistered and mostly black.
Place roasted peppers in a plastic bag, cover with a wet kitchen towel and when cool, peel off blackened skin. Discard seed pod and stem; chop peppers.
Green Chile and Cheese:
Heat oil in a large skillet, add onions and cook, stirring, until translucent, about 2 minutes.
Add garlic and cook for 1 minute, stirring constantly so as not to burn the garlic.
Add flour and stir for another 2 minutes.
Add the roasted Hatch chiles and jalapeño peppers and let simmer for 2 minutes, stirring constantly to combine all the flavors together.
Add the milk and bring to a boil. Stir in the cheese. Cover and remove from the heat.
Allow the cheese to melt. Add salt and taste for seasoning.
Using a stand mixer with the dough hook attachment, place the flour and salt in the bowl and turn the mixer on medium-low speed. Add the lard and then the egg. Add the beer, as needed, to ensure the dough is soft and smooth.
Assemble and Bake Empanadas:
Preheat the oven to 350 degrees F.
Take out half the dough and split it into 12 equal balls of dough.
On a floured surface, roll out the dough balls into small round circles. Place a small dollop of filling on one half of each of the dough circles.
Wet the bottom edge of the circles with egg glaze to help seal the two halves. Fold over the dough to cover filling and seal off the edges with a fork pressing down along the edges or using a pastry cutter.
Repeat with remaining dough and filling.
Brush each empanada with egg glaze.
Puncture the top of each empanada with a fork to allow steam to escape while baking.
Place parchment paper on a cookie sheet; place the empanadas on the parchment paper and bake for 15 to 20 minutes on middle rack in the oven. If after 15 minutes you notice the bottoms of the empanadas starting to brown, move the cookie sheet to the top rack and continue to bake for the last 5 minutes, until golden brown.
Enjoy the empanadas warm or at room temperature.
The recipe includes directions on how to roast chile on a grill, but if you do not have a grill you can always refer to this blog post and video to learn how to roast chile peppers in your broiler.
Refrigerate baked empanadas for a few days. Reheat in a toaster oven or bake at 350 degrees for 8 minutes.