The key to Empanadas Costarricenses is using Masa Harina (pre-cooked corn flour, known by brands like Harina P.A.N.), which is worked with warm water and salt. The dough must be pliable enough so it doesn't crack when shaping.
These Empanadas are traditionally filled with Frijoles Molidos (mashed black beans) and cheese, and are deep-fried until crispy.
In a large bowl, mix Masa Harina and salt. Gradually add warm water and achiote oil. Mix until a soft and pliable dough is formed. The dough should not stick to your hands but should not be dry. If it is too dry, add a little more water.
Cover the dough with a damp cloth and let it rest for 10 minutes.
Form the dough into balls about 4-5 cm (golf ball size).
Use a tortilla press, or two pieces of thick plastic bag (cut into two parts) and a plate/board, to flatten the dough ball into a thin circle about 12-15 cm in diameter.
Place 1 tsp of mashed beans and 1 tsp of cheese in the center of each circle.
Use the plastic bag to fold the dough in half over the filling, creating a crescent shape. Press the edges with your fingers, then firmly seal them using a fork (this creates a decorative and tight edge).
In a large pan or pot, heat the oil to medium-high heat (about 185 °C (365 °F)).
Fry the Empanadas in small batches (3-4 Empanadas at a time) for about 3-4 minutes per side until golden brown and crispy.
Remove them with a slotted spoon and place them on a paper towel to drain excess oil.
Serve immediately hot. They are traditionally served with a dollop of sour cream or Salsa Lizano.