Preheat oven to 200 C / Gas 6. Spray a baking tray with cooking spray and set aside.
Melt the butter in a frying pan over a medium heat. Add the chopped onion and cook and stir until transparent and tender. Add sliced mushrooms and cook for another 3 minutes. Crumble in the stock cube and mix well. Add cubed chicken and stir, letting the flavours combine. Season with salt and pepper to taste then pour over the bechamel sauce and sprinkle in the grated cheese; stir to warm through then remove from the heat and allow to cool for a couple of minutes before filling the empanadas.
Place the empanada pastry discs on a flat surface and wet the edges lightly with warm water. Put 1 big dollop of filling in the centre of each disc, then fold the pastry over and seal edges by pressing with a fork. Arrange the empanadas on the prepared baking tray.
Bake in the oven for 10 to 15 minutes, until golden. Remove from the oven and let cool down for 5 minutes before serving.