Heat oil in skillet over medium heat. Add peppers, onions and tomatoes. Cook 3-4 minutes, or until tender. Add black beans and taco seasoning. Cook additional 2 minutes. Set aside to cool.
Preheat oven to 375F.
Lay empanada dough out on parchment-lined baking sheet. Fill with black bean filling and 1 Tbsp. cheese. Fold dough over filing to create a pocket. Use fork to press down on sides to seal. Brush with egg whites.
Bake 20-25 minutes, or until golden brown. Remove from over and let cool.