Preheat oven to 400°F. In a medium skillet, sauté peppers in oil for a few minutes until softened. Add chicken, green onions, black beans, picante sauce and spices until heated through. Remove from heat. Roll out one sheet of puff pastry to about a 12” square. Trim pastry with the bottom side of pocket pie press. Place on top of open press. Brush edge of pastry with water and put a 1/4 cup of filling in the center. Sprinkle with 1 Tbsp of cheese. Fold pie press and squeeze edges together. Once sealed, place on a baking sheet. Repeat with remainder of pastry and filling. In a small bowl, mix water and egg together. Brush egg wash on empanadas. Bake until evenly browned, about 15-20 minutes.

For sauce, mash avocado with fork in small bowl and add lime juice and salt until blended. Serve with warm empanadas.