First, make the filling. Heat olive oil in a large skillet on medium high heat. Add potatoes and season with salt and pepper. Cook, stirring every so often, until starting to get golden, about 10 minutes. Add red onion and garlic and saute until translucent, about 3 minutes. Add corn and chili powder, stir and cook until corn is lightly charred and potatoes are cooked through. Stir in spinach and cook until wilted, about 1-2 minutes. Season with salt and pepper.
Mix flour, coconut oil and salt together in a large bowl with fingers until it forms a sandy consistency. In a small bowl, whisk together egg and milk. Pour into flour and mix until it forms a ball of dough. Add another tablespoon or two of almond milk if it's too crumbly. Refrigerate 15 minutes.
Preheat the oven to 350 degrees.
Remove dough from the fridge and place on a well floured surface. Using a rolling pin, roll the dough until it's about 1/8th inch thickness. Using cutter or a rim of a mixing bowl, cut out circles. I used a 5-inch bowl and it yielded 8 empanadas. Feel free to make yours larger or smaller.
Scoop a little filling onto one half of the dough round, leaving room around the rim. Crumble a little goat cheese over the top. Fold the other side of the dough over the top of the fillings. Press down with a fork around the edges. Repeat with remaining dough, reserving any leftover filling. Brush the top of the empanadas with the egg wash. Place in the oven and bake 30-35 minutes until golden.
While empanadas are cooking, blend avocado, cilantro, garlic and lime juice in a food processor. Season with salt to taste.
Serve empanadas warm with dipping sauce.