I was planning to serve the empanaditas as finger food without sauce.
Something like a chipotle bbq sauce would work, or if you're looking to make something yourself, a
simple red wine reduction seasoned to your taste would be good. The wine reduction would go very well with elk.
edit:
I'm just using the Goya pre-made frozen dough. I looked for similar products at Trader Joe's and came up empty. Goya works.