The noun empanada was borrowed from Spanish in the 1860s, and the first mention of it anywhere was in a Catalan cookbook from 1520. The meal and the word come from northwestern part of Spain, where they named it after a method of breading and frying, empanando. That's from the prefix en- (the nasal assimilated to the place of the following plosive), meaning "in", pan, meaning "bread", and just a verb-forming suffix. En- comes from Latin in-, which we've already seen as coming from Proto-Indo-European en (still meaning "in"). Pan traces to Latin panis, which had the same definition and was also the etymon of words like panini, companion, and pantry. That, finally, is thought by many to derive from another Proto-Indo-European root, pa, which meant "to feed".
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