In a mixing bowl, whisk together honey, lime juice, chili powder and garlic powder. Add chicken to marinade, cover and refrigerate for 4 hours (or overnight).
Preheat oven to 375 degrees F. In a mixing bowl or stand mixer, combine self rising flour and Greek yogurt until a thick dough forms. Divide dough into 6 equal pieces (approximately 3.3 ounces each) and roll out onto a lightly floured surface until 6-8 inches in diameter.
Divide chicken evenly between dough (approximately 3.5 ounces each) and top each with 1 Tablespoon of cheese.
Fold dough over the top to form a half circle, press edges shut with your hand then use a fork to crimp and secure the edges of each empanada.
Place empanadas on a baking sheet sprayed with nonstick cooking spray, then whisk egg and brush on the top and sides of each empanada. Bake for 25-30 minutes or until golden brown.