How to Make It
In a food processor, pulse the flour with the salt to combine. Add the butter and pulse until the mixture resembles coarse meal. Transfer the mixture to a large bowl and stir in the wine and vinegar just until a stiff dough forms. Turn the dough out onto a lightly floured work surface and shape it into two 6-inch disks; do not overwork the dough. Wrap the disks in plastic and refrigerate for at least 30 minutes or overnight.
Preheat the oven to 400°. Working with 1 disk at a time, roll out the dough a scant 1/8 inch thick. Using a 3 1/2-inch biscuit cutter, stamp out 15 dough rounds from each disk. Brush each round with egg wash and top with 1 slightly rounded teaspoon of goat cheese and about 1/4 teaspoon of piquillo pepper. Fold the dough over the filling and crimp the edges with a fork to seal decoratively.
Brush the empanadillas lightly with egg wash and arrange on a baking sheet. Bake for about 25 minutes, or until golden and slightly puffed. Let cool slightly before serving.