In a medium saucepan over medium heat, combine water and butter. Heat until butter melts completely. Meanwhile, in a large bowl, whisk together flour, salt, and paprika. Create a well in the center.
Pour the warm butter mixture into the flour well. Mix with your hands until you form a smooth, slightly oily dough. Wrap in plastic wrap and refrigerate for at least 2 hours.
Heat olive oil in a large skillet over medium heat. Add diced onion and garlic, cook until fragrant, about 3 minutes.
Add diced potato to the skillet and cook for 5 minutes. Then add bell peppers, celery, and jalapeño. Cook for another 3-4 minutes.
Add black beans, corn, cumin, paprika, red pepper flakes, salt, and pepper. Cook for 5-7 minutes until vegetables are tender. Remove from heat and let cool completely.
Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper.
Divide chilled dough into golf ball-sized portions. On a floured surface, roll each portion into 5-inch circles.
Place 2 tablespoons of filling in the center of each circle. Add a pinch of cheese if using. Brush edges with water, fold into half-moon shape, and crimp with a fork to seal.
Place empanadas on prepared baking sheet. Beat egg with water and brush over empanadas.
Bake for 18-20 minutes until golden brown and crispy. Serve warm.
