Heat oil over medium-high heat in a large skillet. Saute onions and garlic until onions are soft and translucent, about 4 minutes. Add spices, stir to mix fully, and cook for 2 to 3 minutes. Add black beans and chicken and season with salt and pepper, to taste. Cook until black beans are heated through, about 5 minutes, then remove from heat and let mixture cool fully. Add cilantro and stir well.
Preheat the oven to 375 degrees F.
Lay out a sheet of puff pastry on a lightly floured surface. Flour the top of the dough and roll out the puff pastry until it is about 1/16-inch thick and about 12 inches by 16 inches.
Trim edges to size, if necessary. Cut 4-inch strips crosswise and lengthwise making 12 (4 by 4-inch) squares. Make sure the squares are well floured and stack them in a little pile.
To form empanadas: Fill a little dish with some room temperature water. Imagine each square you work with is separated in half by a diagonal. Place a couple tablespoons of filling in the top half. Dip a finger into the water and moisten the edges of the top half with water. Fold the bottom half to meet the edges of the top half. Use a fork to pinch and seal the edges. Lightly brush the tops with vegetable oil. Place finished pockets on a nonstick baking sheet and bake about 12 to 14 minutes, or until golden brown and puffy.