In a large mixing bowl, combine the gluten-free all-purpose flour and salt. Cut in the cold, cubed unsalted butter until the mixture resembles coarse crumbs. Mix in the beaten egg, then gradually add cold water until a dough forms. Wrap in plastic wrap and refrigerate for at least 30 minutes.

While the dough chills, heat a skillet over medium heat and add a splash of oil. Sauté the onions and bell peppers until softened, about 5-7 minutes. Stir in the chicken and optional cumin until heated through. Add cheese and stir until melted, then cool slightly.

Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper. Roll out the chilled dough to about 1/8 inch thick. Cut out circles, around 4-5 inches in diameter. Place a spoonful of filling in the center of each, fold dough over, and seal edges with a fork.

Arrange empanadas on the prepared baking sheet. Beat an egg and brush the tops for a golden finish. Bake for 20-25 minutes until golden brown and crisp. For extra crunch, fry instead of bake.