In a mixing bowl, combine gluten-free flour and salt. Cut in butter until resembling coarse crumbs. In another bowl, mix the egg with cold water. Gradually add this to the flour mixture until a dough forms. Wrap in plastic and refrigerate for 30 minutes.

Heat a skillet over medium heat, add diced onions and peppers, and sauté for 5–7 minutes. Stir in chicken and optional cumin, cooking for another 3–4 minutes. Mix in cheese until melted and let filling cool.

Preheat oven to 375°F (190°C). Roll out dough to 1/8 inch thick. Cut dough into circles. Spoon filling onto half of each circle, fold over and seal the edges.

Place empanadas on a parchment-lined baking sheet. Brush tops with egg wash. Bake for 20-25 minutes until golden brown. Optionally, fry for a crispier texture.