Spray the air fryer basket generously with olive oil spray to prevent sticking or line with air fryer parchment paper.

Place 2 tablespoons of picadillo into the center of each empanada disc. Fold in half and seal the edges with a fork. Repeat with remaining discs.

Whisk the egg whites with water, then brush the tops of the empanadas with this mixture.

Place empanadas in the air fryer basket in a single layer. Cook at 350F for 8 minutes, turning halfway through, until golden brown.