I doubt there is one, but is there a name for empanadas in Japanese? If there isnt, how should I call them in japanese, should I adapt the name to katakana (since it's a foreign word) or what?
There is the katakanized word 「エンパナーダ」, but it is not common at all as a word. (I myself had never seen that word until today.)
So, in order to explain what empanadas are to Japanese-speakers, you could either use 「エンパナーダ」 and tell them what they are like. It would help greatly if you used the term 「惣菜{そうざい}パン」 in your explanation since that is a word everyone knows and it covers all types of bread/pastry with stuffing inside.
If you said 「揚{あ}げた惣菜パンのようなものです。」 ("It's like a deep-fried 惣菜パン".), every Japanese-speaker would get the picture because 惣菜パン itself is far more popular in Japan than in North America at least.
