Heat oil in a large skillet over high heat. Cook and stir ground chicken with onion, pepper and garlic, stirring constantly to break up large pieces of chicken and to prevent sticking, 4 to 5 minutes.
Stir in tomato sauce, salt, oregano and pepper. Reduce heat.
Simmer 5 to 6 minutes or until ground chicken is no longer pink.
Stir in almonds, raisins and olives. Cool. Reserve.
Combine flour and salt in a large bowl. Using a pastry blender, cut shortening into flour until it resembles small crumbs.
Make a well in the center of the flour mixture and place eggs and wine in the center.
Stir in a circular motion, starting from the inside and working your way outwardly until flour is moistened and mixture is well blended.
Divide dough into 20 (1-1/2 to 2-inch) balls, cover dough while you are making the empanadas.
Place one of the balls on a lightly floured surface. Roll dough into a 4 to 4-1/2-inch circle, using a rolling pin.
Spoon a heaping tablespoon of the filling on the bottom 1/3 of the dough. Moisten edge of dough with water and fold dough over.
Press edges with fork to seal empanadas.
Repeat with remaining dough and filling.
To fry Empanadas:
Heat 2-inches of oil, in heavy skillet, over high heat. Place empanadas a few at a time, turning halfway through, to brown evenly, about 4 to 5 minutes. You can also use a deep fat fryer set at 375°F., if desired.
For Quicker Empanadas Omit making the dough and use 2 packages of frozen empanada discs available in the freezer section in some Supermarkets or in Latino Markets.