Let your puff pastry dough sit unrefrigerated for 15 minutes to reach room temperature.
Heat oil in a skillet over a medium-high heat. Add the beef and onion to your skillet; cook and stir, breaking ground beef into crumbles, until it begins browning.
Add red bell pepper; stirring occasionally, until it starts to soften.
Season ground beef mixture with cumin, paprika, oregano, salt, tomato sauce and ground black pepper.
Drain oil and transfer ground beef filling to a bowl; let this cool down.
Cut puff pastry into rounds, about 10cm in diameter.
Select the “TURBO CONVECTION” function and preheat the Russell Hobbs Air Fryer Oven to 200 degrees.
Place 1 to 2 tablespoons of filling in the center of each puff pastry round. Brush water around half of outer edge of each round, fold the round over filling and pinch the edges to seal using a fork to crimp the edges. Repeat this process with remaining puff pastry and filling.
Beat egg and 1 tablespoon water together in a bowl to form an egg wash. Gently brush each empanada with the egg wash.
Place empanadas in single layer into the Russell Hobbs Air Fryer Oven basket and cook for 5 minutes.
Flip the empanadas and continue cooking until light golden brown, for about 5 minutes more. Repeat with remaining empanadas.