In a large bowl add the flour, salt, and shortening. Mix the shortening in the flour with a dough blender or with your hands. Do this until you no longer feel big lumps in your mix. Add the water and mix.
Add the achiote oil and mix to evenly distribute the color. Knead the dough for 10 minutes
Cover the dough with plastic wrap and let it rest for 30 minutes.
Lightly flour a surface and roll the dough to ⅛th of an inch thick. Use a 6-inch round cutter or a small plate and cut out the empanadilla disks. Make a ball with the leftover dough and roll it again and cut. Repeat the process until you've done all the disks.
Place each disk on wax or parchment paper. Then wrap all the disks in plastic film and transfer them to an airtight container or a freezer bag.
Notes
1. Substitutions-
You can use regular oil if you don't have achiote oil or simply don't want any coloring in your dough. Or you can also use lard.
If you still want to give the dough color but don't have achiote, you can use food coloring.
2. Dough- If you feel that the dough is too sticky add 1 teaspoon of flour.3. Storing- To store the empanadilla disk it's best to place each disk on wax or parchment paper. Then you want to wrap all the disks in plastic wrap to avoid the disk from drying. You can store it in your fridge for up to 5 days and up to 3 months in the freezer.4. Making- To cook the masa (dough), it is best to fry. If you want to bake it, you can. Set your oven to 350°F for 20 minutes. But you must know that the texture when baking is different than when frying.5. Yield- The recipe yields 12 6-inch round disks, but you can get more or less depending on what you use to cut the dough. You can use a small plate to make big disks or any cup to make small ones.6. You can use this recipe to make Empanadillas and also to make Pastelillos. There are 2 ways of forming the empanadilla masa.A. You roll out all the dough and then cut out the disk using anything round you have.B. You divide the dough into 12 balls and then roll them out until you make a disk.