In the bowl of a stand mixer, add the baked sweet potatoes, sugar, salt, vanilla extract, eggs, and melted butter. Mix on low speed until just mixed. Set aside.
In the bowl of a stand mixer fitted with the dough hook attachment, add the flour, salt, baking powder, sugar, and shortening. Mix on low speed until the shortening starts to resemble peas.
Add the egg and milk and mix until the dough just starts to come together. (Be very careful not to overwork the dough.)
Turn the dough out on a lightly floured surface. Roll the dough to a 1/4" thickness. Cut into large circles using a biscuit cutter or a large glass.
Place about 1/2 tablespoon of sweet potato filling in the dough circle. Brush the edges of the dough with the egg wash and fold over to seal. Crimp the edges with a fork. Brush each with the egg wash.
Preheat the oven to 375℉. Bake the empanadas for 17-20 minutes until they start to turn golden brown. Remove and allow to cool. Top with the powdered sugar glaze and praline topping.
In a small bowl, whisk together the sifted powdered sugar, vanilla extract, and milk or water (I used water). Pour the glaze over the cooled empanadas.
In a small bowl, add the toasted pecans and brown sugar. Stir to combine. Place in the microwave for 1 minute, cooking in 15-second intervals. Stirring after each 15-second interval. Sprinkle the mixture over the top of each empanada.