Make empanada filling
Preheat oven to 350°F / 177°C / Gas Mark 4.
Cut calabaza in half and use a large spoon to scoop out seeds. Cut each half into 4 pieces.
Line a sheet pan with parchment and put the pieces skin down on tray.
Drizzle calabaza with olive oil, 1/2 tsp. salt and 1/4 tsp. black pepper.
Roast, covered with foil, for 1 - 1 1/2 hrs., or until you can easily pierce with a knife.
Let cool slightly, until you can easily handle the squash, then use a spoon to scoop the flesh away from the skin.
In a medium sauce pan, melt butter over medium heat. Add brown sugar, cinnamon, cloves and remaining salt. Stir to combine, then add 2 cups roasted calabaza flesh.
Use a potato masher to combine spices into squash, then set aside to cool completely.
Store in an airtight container in the refrigerator.
Make dough and assemble empanadas
Preheat oven to 350°F / 177°C / Gas Mark 4
Add 1/2 tsp. sugar to 1/4 c. warm water and stir to dissolve. Add 1 tsp. yeast to sugar water and stir to mix. Set aside to bloom for 10 minutes.
Sift 2 1/4 c. flour with 1/4 c. sugar, 1 tsp. salt and pumpkin pie spice, if using, into a large mixing bowl.
Add softened butter, using a fork to cut butter into the flour until it resembles coarse crumbs.
Whisk egg into milk, then add to flour mixture. Use fork to partially work milk/egg mixture into dough.
Pour in bloomed yeast and water mixture. Use fork to mix dough until liquids are fully incorporated.
Lightly knead dough in bowl with an oiled/buttered hand. DOUGH MAY BE VERY STICKY. Use a bench scraper to gather dough back into a ball. Knead the dough as best as you can for about 8 -10 minutes. DO NOT ADD MORE FLOUR.
Cover with plastic wrap and let dough rest on the counter for 30 minutes. (If it is a hot day - refrigerate).
Lightly dust counter with flour and turn dough out onto counter. Lightly dust the top of the dough with flour and shape into a rectangle.
Using your bench scraper, divide dough into 12 equal portions and roll into balls.
Lightly dust your rolling pin with flour and roll each dough ball into a 3 - 4-inch circle. Add 1 1/2 tbsp. filling, then fold over and seal empanada by pinching edges closed or using a fork to crimp the edges.
Brush with egg wash, if desired, and sprinkle with cinnamon sugar, if using. Bake for 15 – 18 minutes, or until golden brown.