In a large bowl, whisk together flour, masa harina, and salt. Add cold butter cubes and use your fingertips to work them in until the mixture resembles coarse crumbs with pea-sized butter pieces.
Add beaten egg and mix lightly. Gradually add ice water, 1 tablespoon at a time, until dough comes together. Form into a ball, wrap in plastic, and chill for 20 minutes.
In a medium bowl, mix pumpkin puree, brown sugar, cinnamon, nutmeg, ginger, cayenne, vanilla, and salt until smooth and thick.
Preheat oven to 375°F (190°C). Roll dough on a lightly floured surface to about ⅛-inch thickness. Cut into 4-inch circles. Re-roll scraps as needed.
Place about 1½ tablespoons filling in each circle. Fold into a half-moon shape, press edges firmly, then crimp with a fork to seal.
Place empanadas on a parchment-lined baking sheet. Brush with egg wash and poke a small vent hole. Bake for 22 to 25 minutes until golden brown.
Cool for 5 minutes. Dust with cinnamon sugar while warm if desired. Serve and enjoy.
