In a medium bowl, combine the shrimp with chipotle or Cayenne pepper, salt, fresh cracked pepper, lemon juice and about 2 tablespoons of olive oil, and set aside.
In a large saute pan, heat 2 tablespoons of olive oil to medium-high heat, add the onions and cook for 3 to 4 minutes, add the garlic and cook for 1 more minute. Add the shrimp and cook just until shrimp turns pink, 3 to 4 minutes, add the roasted red pepper, stir well to combine.
Taste for salt, cover and remove from heat.
The Empanada Dough
Combine all of the dry ingredients in a bowl, and add the warm water gradually while working the masa dough with your hands. Once all the water has been mixed in, add 2 tablespoons of oil and work into the masa. Make 12 masa balls, cover with plastic wrap and set aside.
Heat about 2 cups of canola oil to medium heat in a heavy, shallow pan. While the oil is heating up, you can start to assemble the empanadas. Line a tortilla press with a heavy plastic storage bag, cut down to size to fit the tortilla press. Leave the bottom of the bag intact, cutting the other three sides open.
Line a plate with paper towels, set aside. Using the tortilla maker, press one dough ball, making sure you don't press in too thin, about 4 to 4½ inches across. Fill with 2 tablespoons of shrimp filling and about 3 sprigs of cilantro. Pick up the empanada with the plastic still attached, fold closed, then use your fingers to seal the edges, folding gently. Carefully, pull the plastic away from the empanada. Transfer to the hot oil, cook for a minute on each side, until crispy, drain onto plate lined with paper towels. Repeat. You could preheat your oven to 250ºF and keep them warm on a baking sheet while you finish frying the rest of the empanadas.
Serve right away or cool completely before storing in an airtight container. Reheat in a 400-degree oven for 20 minutes.
Serve with your favorite salsa and rice dish! Any filling works well with this recipe, as long as the filling doesn't contain a lot of broth. The original quesadillas were made very similar to this, not fried, but cooked on a very hot comal (griddle pan), filled with cheese!