For a twist, swap in peanut butter for the chocolate-hazelnut spread.
Preheat the oven to 400°F. Line a large baking sheet with parchment paper. In a small bowl, whisk together egg and water; set aside.
On a generously-floured work surface, divide the dough into 16 equal parts. Roll into balls. Cover dough with plastic wrap to prevent drying out. Add more flour to the work surface. Roll out one ball into a 5 1/2-inch circle. Spread 1/2 tsp. chocolate hazelnut spread on half of the empanada circle. Top with 3 slices banana. Brush outside 1/4-inch edge with egg mixture. Fold in half, seal with a fork, and place on prepared baking sheet. Using a small knife, make a small slit in the top of the empanada. Repeat with the remaining ingredients.
Brush egg mixture over the top and sprinkle with turbinado sugar. Bake for 15 minutes or until edges are firm and top appears dry.