Shrimp Empanadas

Ingredients

• 4 oz. lard, melted, slightly cooled
• 1 Tbsp. kosher salt
• 1 Tbsp. red wine vinegar
• 6 cups all-purpose flour, plus more for surface
• 1 lb. small shrimp, preferably head-on, peeled, deveined, shells and heads reserved
• 4 Tbsp. extra-virgin olive oil, divided
• 1/3 cup dry white wine
• 1 medium onion, very finely chopped
• 4 garlic cloves, thinly sliced
• 6 Tbsp. chilled unsalted butter, cut into pieces
• 2 Tbsp. finely chopped cilantro
• 1 tsp. finely grated lemon zest
• 1/2 tsp. crushed red pepper flakes
• Kosher salt
• Vegetable oil (for frying; about 8 cups)
• A 4 1/2"-diameter cookie cutter; a deep-fry thermometer

Directions

1. Mix warm lard, salt, vinegar, and 2 cups lukewarm water in a large bowl to combine. Gradually add 6 cups flour, mixing with a sturdy wooden spoon or your hands until a shaggy dough forms.
2. Transfer dough to a lightly floured surface and knead until mostly smooth and no dry spots remain, about 2 minutes. Wrap in plastic and chill at least 2 hours.
3. Cut shrimp in half lengthwise, then finely chop (it’s okay if some pieces get pasty). Set aside.
4. Heat 2 Tbsp. olive oil in a large saucepan over medium-high. Add reserved shrimp shells and heads (if using) and cook, smashing down on shells and heads occasionally with a wooden spoon, until pink and bottom of pot begins to brown, about 5 minutes. Add wine and cook until reduced by half, about 2 minutes. Add 2/3 cup water; bring to a boil. Reduce heat to low and simmer until reduced by one-third, 6–8 minutes. Let cool. Strain stock through a fine-mesh sieve into a heatproof measuring glass, pressing on solids; discard solids.
5. Wipe out pan, add remaining 2 Tbsp. olive oil, and set over medium heat. Cook onion, stirring often, until softened but without taking on any color, about 5 minutes. Add garlic and cook, stirring, until softened, about 3 minutes. Add shrimp stock and reserved shrimp and cook, stirring occasionally, until most of the shrimp have turned pink, about 2 minutes. Remove from heat. (Shrimp will continue cooking in the residual heat.) Mix in butter, cilantro, lemon zest, and red pepper flakes; season with salt. Let cool 20 minutes, then transfer to a medium bowl. Chill at least 1 hour before using.
6. Divide dough into 6 equal pieces. Cover all but 1 piece with plastic wrap and chill. Roll out remaining piece of dough to a 14" round about 1/16" thick.
7. Using cutter, punch out 6 rounds from dough. Place 1 Tbsp. filling in the center of each and brush water halfway around edge of each round. Fold dry side of dough up and over filling to create a semicircle. Pinch edges to seal; crimp. Transfer to a parchment-lined rimmed baking sheet. Repeat with remaining dough and filling. Chill 20 minutes.
8. Meanwhile, pour vegetable oil into a large heavy pot fitted with thermometer to come halfway up sides. Heat over medium-high until thermometer registers 350°F. Working in batches and adjusting heat to maintain temperature, fry empanadas, turning often, until deep golden brown, 5–7 minutes per batch. Transfer to a wire rack set over paper towels; let cool 2 minutes before serving.
9. Dough can be made 2 days ahead. Keep chilled. Filling can be made 1 day ahead. Keep chilled.