Mushroom Empanadas

Name: Mushroom Empanadas
Ingredients: 1/2 cup canola oil, plus more for oiling the sheet pan; 1 pound chopped onions; 1 1/2 pounds mushrooms, sliced; 1 tablespoon salt; 1 teaspoon ground black pepper; 2 teaspoons minced garlic; 7 tablespoons chopped fresh parsley; 1 1/2 cups shredded mozzarella; Empanada Dough, recipe follows; Egg yolk for glazing, optional; 3 cups all-purpose flour; 1/2 teaspoon salt; 6 ounces unsalted butter; 1 egg; 2 tablespoons chopped fresh chives