Hello Dolly Empanadas

Name: Hello Dolly Empanadas
Ingredients: 3 tablespoons olive oil; 1 onion, minced; 3 small Yukon gold potatoes, cut into 1/4-inch cubes; 2 cloves garlic, minced; 2 plum tomatoes, diced; 2 teaspoons paprika; 1 teaspoon dried oregano; 3/4 cup chicken broth; 1/2 cup frozen peas; 3 cooked boneless chicken thighs, chopped; 2 hard-boiled eggs, chopped; Kosher salt and freshly ground black pepper; 2 sticks unsalted butter; 2 tablespoons sugar; 1 tablespoon kosher salt; 1/2 teaspoon cayenne powder; 4 1/2 cups all-purpose flour, plus extra for rolling; 1 tablespoon milk; 1 large egg