Heat a 10-inch non-stick skillet over medium-high heat. Add the ground beef and cook, breaking it into small crumbles with a spatula, for 5–6 minutes until no pink remains and the internal temperature reaches 160°F (71°C). Drain any excess grease and return the skillet to the heat.

Add the green pepper, black beans, cayenne pepper, chili powder, ground cumin, onion, garlic, ketchup, salsa, dried oregano, salt, and black pepper to the skillet. Stir to combine and cook for 3–4 minutes until the peppers and onions begin to soften. Remove from heat and set the filling aside to cool slightly.

Preheat the oven to 375°F / 190°C (170°C fan-forced). Using a sharp knife, split each of the 8 biscuits in half horizontally to create 16 thin rounds. Lightly dust a cutting board with flour and roll each round into an oval shape about 4–5 inches (10–13cm) long. Place about 1/2 to 1 tablespoon of the beef filling on one half of each oval. Fold the dough over the filling, press the edges together firmly to seal, then crimp all along the edges with a fork. Place the sealed empanadas on a lightly greased or parchment-lined baking sheet. Repeat with all 16 pieces.

In a small bowl, whisk together the egg and 1 tablespoon of water. Using a pastry brush, brush the egg wash evenly over the top and crimped edges of each empanada.

Bake at 375°F / 190°C (170°C fan-forced) for 15–17 minutes, or until the tops are golden brown. Allow to cool on the baking sheet for 2–3 minutes before serving.