COOK onions in dressing in large frypan on medium-high heat until tender. Add carrots; cook 5 min. more, stirring occasionally. Remove from heat, stir in spinach then cool. Stir in cheese.
PREPARE pie crust mix according to package directions. Roll into 1/16-inch thickness. Cut into 4-inch circles. Spoon 1 Tbsp. spinach mixture onto centre of each dough circle.
BEAT egg; brush onto outer edges of each circle. Fold dough in half to cover filling; press edges together to seal completely. Make a small cut in top of each empanada. Place on baking sheet; brush with any remaining egg.
BAKE at 375°F for 15 min. or until golden brown.