There's a new little empanada shop on 1st Ave and 90th street (1748 1st) just a couple of doors up from Pio Pio (I think it might be the same owners) called Gauchas Empanadas. Let me preface this by saying I'm not well schooled in empanadas, so I don't have a huge basis of comparison. All they have is empanadas and they're all $2 each. I stopped in yesterday and grabbed one chicken and one tuna. They're not huge, but not tiny. Two didn't fill me up, but then again, if I ate till I was full all the time, I'd have a hard time maintaining my girlish figure!
They were a little "doughy" but had good flavor. I guess they're baked, because they came out of a huge pizza oven which sits just behind the counter, so I guess they're healthier than a fried alternative. They come in about 10 varieties, including some pretty interesting versions such as celery-and-blue-cheese and chicken with mole poblano.
For $2, I say it's worth a shot. The place is clean and bright and they deliver.