Begin by mincing the cremini, white, and portobello mushrooms. If you prefer, you can use a food processor for a finer chop. Heat the olive oil or avocado oil in a large skillet over medium heat. Add the minced yellow onion and sauté until translucent, about 5 minutes. Next, incorporate the minced garlic, fresh rosemary, and dried thyme, stirring for another minute until fragrant.
Add the minced mushrooms to the skillet and cook, stirring occasionally, until they release their moisture and become tender, about 8-10 minutes. Stir in the minced walnuts, tamari soy sauce, balsamic vinegar, and freshly cracked black pepper. Season with salt to taste. Allow the mixture to cook for an additional 2-3 minutes before removing it from the heat. Set aside to cool.
For the empanada dough, you can use your favorite recipe or follow this simple one: Mix 2 cups of all-purpose flour with 1/2 cup of coconut oil and a pinch of salt. Gradually add cold water until a smooth dough forms. Wrap in plastic and let it rest for 30 minutes.
Preheat your oven to 375°F (190°C). Roll out the dough on a lightly floured surface to about 1/8 inch thick. Cut out circles using a 4-inch round cutter. Place a spoonful of the mushroom filling in the center of each circle. Fold the dough over to create a half-moon shape and press the edges together. Use a fork to crimp the edges for a decorative finish.
In a small bowl, whisk together the soy milk and maple syrup. Brush the tops of the empanadas with this mixture for a golden finish. Arrange the empanadas on a baking sheet lined with parchment paper, and lightly spray with oil. Bake for 25-30 minutes or until golden brown.
Once baked, allow the empanadas to cool slightly before serving. They’re delicious on their own or paired with your favorite dipping sauce!