Monte Cristo Empanadas with Creamy Dijon Dipping Sauce

well chopped or diced baked ham (deli ham can be substituted)

well chopped roast turkey (deli turkey can be substituted)

shredded Swiss cheese

Dijon mustard

mayonnaise

frozen empanada wrappers (thawed)

egg (beaten)

inches of peanut (*See Notes for baking instructions., canola, or vegetable oil in a high-sided, heavy-bottomed skillet)

confectioner's sugar for dusting the finished empanadas

mayonnaise

Dijon mustard