In a large saute pan on medium high heat, saute the onions in olive oil until translucent.
Add the tomatoes, cilantro, chili powder and cook for 3 minutes.
Lower heat and add the chopped shrimp. Simmer for 2 minutes until the shrimp are cooked through.
Remove from the heat and chill.
Season with salt, pepper and lime juice.
Lay out the empanada wrappers on a clean surface and lightly wet the dough edges. Place the cooled filling in the center of each piece of wrappers.
Fold the wrappers over and close the sides pressing them together with a fork.
Deep fry in 350 degrees oil until golden brown.
Serve warm!