Preheat the oven to 200°C (400°F) and line a baking tray with parchment paper.
In a pan, heat olive oil and sauté the chopped onion and grated carrot for 5-7 minutes until softened.
Add the peas, corn, cumin, paprika, salt, and black pepper. Cook for another 3-4 minutes.
Remove from heat and stir in the shredded chicken and fresh herbs (if using). Let the mixture cool slightly.
Roll out the empanada dough and cut it into small circles or squares.
Place a spoonful of the filling in the center of each dough piece and fold to form a half-moon or triangle shape. Press the edges to seal tightly.
Brush each empanada with beaten egg for a golden finish.
Bake for 20-25 minutes, or until the empanadas are golden and crispy.
Let cool slightly before serving.