In a large mixing bowl, whisk together the flour, salt, and sugar.
Add the butter and vegetable shortening to the dry ingredients and use your fingers to rub them into the flour mixture until it resembles coarse crumbs.
Add the milk and beaten egg to the mixture and use a wooden spoon or your hands to mix until a smooth dough forms.
Knead the dough on a floured surface until it becomes elastic and no longer sticky.
Divide the dough into 8 equal pieces and roll each piece into a ball.
Cover the dough balls with plastic wrap and let them rest for 15 minutes.
In a small bowl, mix together the chopped pineapple, brown sugar, and cinnamon.
On a floured surface, roll out each dough ball into a thin circle, about 6 inches in diameter.
Spoon about 2 tablespoons of the pineapple filling onto one half of the dough circle, leaving a small border around the edges.
Fold the other half of the dough over the filling to create a half-moon shape and use a fork to crimp the edges together.
Heat about 2 inches of vegetable oil in a deep frying pan over medium-high heat.
Once the oil is hot, carefully place the empanadas in the pan, a few at a time, and fry until golden brown, about 2-3 minutes per side.
Use a slotted spoon to transfer the empanadas to a paper towel-lined plate to drain excess oil.
Dust the empanadas with powdered sugar and serve warm.
Make sure the dough is well-kneaded and rolled out thinly to avoid a doughy texture.To prevent the filling from spilling out during frying, make sure to leave a small border around the edges when spooning the filling onto the dough.Use a fork to crimp the edges of the empanadas together to ensure a tight seal.