Preheat oven to 400°F (200°C) and line a large baking sheet with parchment paper.
Heat 1 tablespoon of olive oil in a large skillet over medium heat. Sauté the diced onion and red bell pepper for 5 minutes until softened.
Stir in the cooked brown lentils, ground cumin, smoked paprika, and dried oregano. Cook for another 3 minutes, then remove from heat and let the mixture cool completely.
Place 2 tablespoons of the cooled filling into the center of each vegan empanada wrapper.
Fold the dough over to create a half-moon shape. Crimp the edges tightly with a fork to seal.
Place on the prepared baking sheet and bake for 20-25 minutes until golden and flaky.
While baking, prepare the chimichurri by whisking together chopped parsley, minced garlic, red wine vinegar, and extra-virgin olive oil in a small bowl. Serve warm with the hand pies.