Using a food processor, pulse together the flour and salt until combined. Add butter and pulse until mixture becomes coarse meal, about 15 pulses.
In a small bowl, combine egg and water. Add the egg mixture to food processor and pulse until it starts to clump together. DO NOT pulse until ball is formed. It should be crumbly with large clumps of dough.
Turn dough only a lightly floured surface and form into a ball. Cut in half and flatten each ball slightly to form a disk. Wrap each in plastic wrap and put in fridge for at least 1 hour or up to 3 days.
In a food processor, pulse the shrimp and chorizo until chopped up. Set aside.
In large skillet, heat olive oil over medium heat. Add onion and cook for about 5 minutes or until translucent. Add garlic and cook for another 30 seconds.
Add stock, shrimp and chorizo and cook until shrimp are pink, about 2 minutes. Remove from heat and mix in lemon zest, chili powder, salt and black pepper to taste. Place in bowl and chill in fridge for at least 1 hour before using.
When ready to make empanadas, preheat oven to 375°F. Roll out dough to ⅛ inch thickness. Cut into circles about 5 inches in diameter using a ring cutter or small bowl.
Put about 2 tablespoons filling in the center of each circle. Put some water around the entire edge, so once folded it will stick together. Wrap dough around filling to form empanada, pressing edges together. Crimp with a fork. Place on a parchment-lined baking sheet.
Whisk together the egg and water to make the egg wash. Brush each empanada with the egg wash.
Bake for 30-35 minutes or until they are golden brown.
While empanadas are baking, place the cilantro, scallions, yogurt, water, lime juice and salt in a food processor or blender and blend until smooth. Use for dipping.