Preheat the oven to 180ºC. While the oven is hot, spread the empanada dough on a flat surface, divide with an imaginary line or mark on the dough gently half and on top of one of the halves put with a spoon the pisto or fried vegetables and on this mixture place the sardines in oil.
Carefully close the empanada dough so that the half that is without any filling covers the half with the sardines and the vegetable mixture. Decorate the edge with a fork to shape the empanada.
In a bowl beat the egg yolk and with a spatula or kitchen brush spread a thin layer of the beaten yolk over the dough until it is all covered.
Bake the empanadas for 10 minutes in the oven, when you take them out let them rest a little and cut them in four and serve.