Heat olive oil in a skillet over medium heat. Add onion, bell pepper, and garlic; cook and stir until onion is translucent.
Stir in shredded chicken, cumin, paprika, salt, and black pepper. Cook for another 5 minutes, stirring occasionally.
Preheat oven to 400°F (200°C).
Roll out the empanada dough and cut into circles if necessary. Spoon the chicken mixture into the center of each circle.
Fold the dough over the filling to form a semi-circle and press the edges with a fork to seal.
Place empanadas on a baking sheet and bake in preheated oven for 20-25 minutes, or until golden brown.
Remove empanadas from oven and let cool slightly before serving.