In a large bowl, mix the flour, sugar, and salt. Set aside.
Dissolve the butter in the hot water. Add this mixture to the flour along with the whole milk. Form a dough by mixing all the ingredients well and knead until the dough is completely smooth.
Roll out the dough on a lightly floured surface to a thickness of about 1/8 to 1/5 inch (3 to 5 millimeters). Cut circles of the desired size, approximately 4 inches (10 cm) in diameter.
Assemble the empanadas:
Place a little grated cheese on each circle. Fold the dough in half, leaving the cheese inside, and make sure the edges are well overlapped. Use a fork to press the edges of the empanada to seal them well and prevent the cheese from coming out during frying.
Heat the oil for frying and add the empanadas one at a time. The trick to prevent them from bursting while frying is to quickly flip them with a slotted spoon as soon as they are placed in the oil. Fry them until they are golden, then carefully flip them to fry the other side. Remove them from the oil and let them drain on absorbent paper. Serve immediately and enjoy!