Preheat the oven to 350 F. Cut 4-6 circles out from each pastry sheet with a 4” cookie cutter. Spoon 1/2 tablespoon of Dulce De Leche onto one side of each pastry circle. Lightly brush each side edge with the whisked egg white. Fold each circle over, and pinch the pastry at the edges. Fold them over and pinch again to create a seal. Brush the tops over with the remaining egg white, and lightly pierce the tops with a fork. Place them on a lined baking sheet, and bake for 20-25 minutes, or until golden and puffed up.
While the empanadas bake, prepare the cinnamon sugar by mixing the cinnamon and sugar together.
Next, prepare the chocolate sauce. Melt the chocolate and milk together in a small saucepan over low heat. Remove from heat and stir until smooth with a whisk. Add the chili powder, vanilla, cinnamon, and chocolate hazelnut, and mix until smooth.
Allow them to cool for about 5 minutes. Brush them over with the melted butter, and evenly coat them in the Cinnamon Sugar mixture.
Serve Dulce De Leche Churro Empanadas with the Mexican chocolate dipping sauce!