Combine the masa harina, flour, cormeal, baking powder, Southwest Seasoning, salt, and pepper in a bowl and mix thoroughly. Cream in the shortening and add the water a little at a time, working the mixture until all is completely incorporated.
Using your hands, form the dough into a log about 12 inches long by 3 inches across and refrigerate for about 20 minutes.
Remove from the refrigerator, divide the log into 4 equal sections about 3 inches long, and carefully roll each of them out between sheets of plastic wrap to an 8-inch circle, about 1/4 inch thick. The dough must be handled with care to keep it from cracking.
Yield: enough dough for 4 empanadas