In a large skillet, saute chicken in oil for 7-8 minutes or until juices run clear. Sprinkle with cumin. Chop into very small pieces and place in a bowl. Add chilies and cheese. Sprinkle with flour; toss to coat.
Turn pastry dough onto a floured surface; roll to 1/8-in. thickness. Cut with a 2-in. round cutter. Fill each circle with about 1 tablespoon of filling. Wet edges of circle with water. Fold half of pastry over filling; seal with fingers, then press with the tines of a fork. Repeat until all filling is used.
Place on a greased baking sheet. Brush lightly with milk. Bake at 375° for 20-25 minutes or until golden brown. Serve warm.
Editor's Note: Empanditas may be frozen after sealing. Brush with milk and bake for 30-35 minutes.