Preheat oven to 400°F. Line 1-2 large baking sheets with parchment paper, set aside.
Heat oil in a large skillet over medium high heat.
Add sausage, break up with a wooden spoon or spatula. Cook 5-7 minutes until browned, stirring occasionally. Remove from skillet and drain on a paper towel lines plate. Set aside until cooled slightly.
In a large bowl add mashed potatoes, green chiles, crema, and seasonings. Stir to combine. Mix in cooled sausage.
Roll pie crust out on a lightly floured surface. Use a glass or biscuit cutter to cut out small rounds. Adjust size depending on personal preference.
Place dough rounds on baking sheet approximately 1 inch apart. Spoon desired amount of filling on half of each piece of dough
Fold dough in half to make a crescent shape. Pinch edges together to seal. Repeat with remaining dough. Work in batches if necessary.
In a small bowl beat egg with a splash of water. Brush each empanada with egg wash.
Bake at 400°F for 12-17 minutes depending on empanada size. Serve warm.