Potato, Pepper, and Chorizo Empañadas

Cook chorizo in oil in a 2 1/2- to 3-quart heavy saucepan over moderate heat, stirring, 2 minutes, then transfer to a medium bowl with a slotted spoon. Add onions to saucepan and cook, stirring frequently, until golden and very soft, about 15 minutes. Add garlic, bell peppers, bay leaf, salt, and oregano and cook, stirring frequently, until peppers are very soft, about 15 minutes. Peel potato and cut into 1/2-inch pieces, then stir into onion mixture and cook over moderately low heat, covered, stirring frequently, until potatoes are just barely tender, 10 to 12 minutes. Add potato mixture to chorizo and stir to combine. Cool filling to room temperature and discard bay leaf.
Put oven racks in upper and lower thirds of oven and preheat oven to 400°F. Divide dough into 12 equal pieces and form each into a disk. Keeping remaining pieces covered, roll out 1 piece on a lightly floured surface with a lightly floured rolling pin into a 5-inch round (about 1/8 inch thick).
Spoon about 2 tablespoons filling onto center and fold dough in half, enclosing filling. Press edges together to seal, then crimp decoratively with your fingers or tines of a fork. Transfer empanada to a baking sheet. Make 11 more empanadas in same manner, arranging on 2 baking sheets.
Lightly brush empanadas with some of egg wash and bake in upper and lower thirds of oven, switching position of sheets halfway through baking, until golden, about 25 minutes. Transfer empanadas to a rack to cool at least 5 minutes. Serve warm or at room temperature.