Break up the ground beef using a wooden spoon and brown completely over medium-high heat, this should take about 7 minutes. Make sure to stir frequently.
Add the onions and garlic and cook for 1 minute. Stir in the tomato sauce, oregano, cumin, sazon, olives, vino seco, and bay leaf. Season with salt and pepper. Reduce the heat to low, cover, and cook for 10 minutes. Allow the ground beef to cool for at least 10 minutes.
Place each empanada disc on a lightly floured surface. Put about 2 tbsp of the beef mixture and 1 tbsp of cheese in the center of each disc.
Wrap the dough around to form the empanada and press the edges together. Use a fork to press down on the edges.
Preheat the air fryer to 400 degrees F. for 5 minutes. Spray the air fryer basket with cooking spray.
Place the empanadas in the air fryer basket, brush the empanadas with egg wash and cook for 4 minutes.
Once the 4 minutes are up, flip the empanadas, brush them with egg wash and cook for an additional 3 minutes. Allow to cool for 2 minutes and enjoy warm!