Meanwhile, back at the ranch ...So, after posting I decided to educate myself. Couldn't have been before, right?
As you already know, Latin cuisine is very regional -- so while empanadas may be everywhere, different regions do them differently. It seems that masa harina, at least as one component, is not uncommon in "Southwestern" cuisine as well as the (Mexican) states bordering on the US Southwest.
Typically, dry masa harina is mixed with flour in more or less equal proportions. The flour would lend a lot of flexibility.
The recipes on the Food Network site, as well as those associated with "gourmet" magazines seem to concentrate on a particular variant which uses 2 parts masa harina, 1 part AP, and one part corn meal. Just speculating, but I imagine this variant and its various sub-variants had a single source.
If you're going to roll a masa harina dough out with a pin, it would be a very good idea to sandwich the dough between sheets of wax paper before and during the rolling. That stuff sticks like crazy, and you don't want to use a lot of bench flour.
If you've got a press, use it.
PS You posted after I'd started writing this addition; it appears you already knew everything I had to say. Rather than deleting it though, I'm going to leave it for the sake of anyone less famliar with empanadas.