To make the dough
Sift the flour into a bowl. Stir in the salt and the sugar. Blend the butter and shortening into the flour mixture with a pastry cutter or with two knives, until well blended. Whisk the egg yolks with 3/4 cups water. Stir in the 1/2 cup of water/egg mixture, a little at a time until the dough starts to come together smoothly. Keep kneading the dough, adding more water/egg a little bit at a time as necessary (you made need a few tablespoons extra of water), until the dough is smooth. Cover the dough with saran wrap and refrigerate for about an hour.
To make the filling In a medium fry pan, cook the bacon until crispy and drain. Crumble the bacon roughly. In a medium mixing bowl, whisk the eggs with the milk and season with salt and pepper.
In a medium fry pan over medium heat, melt the butter. Add the chopped scallions and cook for 2-3 minutes, until soft. Add the eggs and cook, stirring, until well scrambled and just cooked. Stir in the cream cheese just before removing eggs from heat. And stir to combine.
To assemble breakfast pockets
Preheat oven to 375 F. Roll out the dough and cut into 6-inch circles. Let circles rest for 5 minutes.
Place spoonfuls of the egg mixture in the middle of each dough circle, dividing the mixture evenly between the empanadas. Sprinkle some crumbled bacon and grated cheese on top of the egg mixture, dividing the cheese and bacon evenly between the dough circles. Fold and seal the pockets. Place pockets on a baking sheet lined with parchment paper. Whisk an egg with a tablespoon of water, and brush with the egg wash. Bake for 25-30 minutes, or until puffed and golden brown. Remove from oven and let cool.