Cook the bacon in a frying pan over medium heat. Remove bacon from pan and add the corn. Cook until the corn is browned, about 7-8 minutes. Add the chiles and cook another 2 minutes. Off heat, stir in the bacon, cheese and scallions. Transfer the mixture to a bowl, cover with plastic wrap and chill in the refrigerator at least 30 minutes.

Preheat oven to 400 degrees. Roll out the dough onto a lightly floured surface. Using a 3-inch or larger biscuit cutter or the rim of a large glass, cut circles in the dough. Place a scant tablespoon of the corn mixture in the center of each circle. Fold the dough over and press to seal the edges. Use a fork to crimp the edges shut. Reroll the dough scraps and repeat the process.

Place empanadas on a parchment-lined baking sheet. Whisk the egg yolk and water together. Brush empanadas with the egg wash. Dust empanadas with Spanish paprika. Sprinkle with additional cheese, if desired. Pierce the top of each empanada with a fork. Bake 15-18 minutes, until golden brown.