Heat a skillet on medium-high heat. Add the garlic and red peppers to the skillet. Cook until fragrant.
Add the shrimp to the skillet. Season the shrimp with the seasonings. Cook for a few minutes until the shrimp turns bright pink.
Drizzle the lemon juice throughout the skillet. Add the cream cheese and half of the pepper jack and mozzarella. Stir continuously until the cheese has melted.
Lay the empanada wrappers on a flat surface. Dip a cooking brush in water. Glaze each of the empanada wrappers with the wet brush along the edges. This will soften the crust and make it easier to roll.
Load the shrimp mixture into each of the empanadas.
Sprinkle the remaining cheese over the shrimp mixture. Close the empanadas. Roll the empanada in half. Pinch the crust along each of the edges. Roll each of the sides inward. Continue to twist the crust until closed.
Add the empanadas to a baking sheet with parchment paper. Bake for 20 minutes or until golden brown.
Remove the empanadas from the oven. Melt the butter in the microwave for 20 seconds. Using a cooking brush, spread the melted over the top of each.