Preheat oven to 400 degrees
Heat large skillet over medium heat. Add oil, onions and 1/4 teaspoon salt; cook until translucent.
Add diced sweet potato and season with 1/4 teaspoon salt; stir to combine. Cook for 5 minutes, stirring occasionally; stir in garlic. Cook for another 5 minutes, or until the sweet potato becomes soft.
Add cumin, paprika, remaining salt and pepper and gently stir for 30 seconds to toast.
Add black lentils to pan and combine. Allow to cook for 3 more minutes until the lentils are heated through.
Stir in parsley or cilantro and remove from heat.
While mixture cools, unroll one pie crust onto a floured cutting board or countertop. Using an inverted small bowl, cut out 4-inch circles of dough and set aside. Gather pie crust scraps, roll out and cut as many circles as you can; you should get 12 per crust. Repeat with second pie crust.
Place 2 teaspoons of filling into the center of each circle. Gently fold over dough to cover filling, crimp edges with fork. Transfer empanadas to a parchment or Silpat lined baking sheet. If you have leftover filling, serve over rice the next day.
Beat egg and heavy cream in a small bowl. Brush top surface of empanadas with egg mixture.
Bake for 15-20 minutes, rotating pan halfway through cooking time, until golden brown.