1. Make the dough as follows: Place the flour in a large mixing bowl and make a well in the center. Place the butter, shortening, eggs, salt, and 1 cup water in the well. Using one hand to mix, squeeze these ingredients through your fingers to make a paste. Gradually work in the flour, squeezing the dough between your fingers to mix it. Add water as necessary. The dough should be quite soft. Let the dough rest for 30 minutes.
2. Prepare the filling as follows: Peel and devein the shrimp. Heat the oil in a large saucepan. Sauté the onion and garlic over medium heat for 2-3 minutes, or until soft but not brown. Add the shrimp, bay leaf, tomato paste, salt and pepper plus water to cover. Bring to a boil, reduce heat and simmer for 10 minutes, or until the shrimp is cooked. Strain the shrimp, reserving the broth.
3. Finely chop the shrimp by hand or in the food processor. Stir in the flour, peas and olives. Stir in 3-4 tablespoons of the reserved broth: The filling should be moist but not runny. Add enough cayenne to give the shrimp a little bite.
4. Pinch off cherry sized pieces of dough and use them to line the tartlet molds. Push the dough in with your thumb. The dough should just reach over the top of the mold. Place a spoonful of filling in each crust.
5. Roll out the remaining dough and cut out tops for the empanadas. Try to capture an air bubble when you place the top over the filling. This is what makes the pie light. Seal the tartlets by pinching together the top and bottom crust. Note: the empanadas can be prepared ahead to this stage and frozen.
6. Preheat the oven to 375 degrees. Brush the tops of the empadinhas with egg glaze. Bake for 30 minutes, or until golden brown. Unfold and serve. Can be made with chicken.
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