Heat oven to 400°F. In small bowl, mix cheese and chiles.
With 3 1/4-inch round cutter, cut each pie crust into 8 rounds. Spoon cheese mixture evenly onto half of each dough round. Brush edge of crust rounds with beaten egg. Fold crust rounds in half; press edges with fork to seal. Place on ungreased cookie sheet. Brush tops with egg. Cut small slit in top of each.
Bake 12 to 16 minutes or until golden brown. Serve warm empanaditas with salsa.