In the bowl of a standing electric mixer using the paddle attachment, beat the cream cheese and butter on high speed until very smooth, pausing to scrape down the sides of the bowl as necessary. Reduce the mixer speed to low and add the flour, little by little, and the salt, and process until just combined. Turn the dough out onto a lightly floured surface and knead lightly. Form the dough into a disk, cover with plastic wrap and refrigerate for at least 3 hours and up to overnight.
Heat 1 teaspoon of the reserved bacon drippings in a medium nonstick skillet and, when hot, add the spinach. Cook, stirring frequently, until the spinach is wilted and has released its liquid, 2 to 3 minutes. Transfer the spinach to a colander to drain. When the spinach has cooled enough to handle, squeeze to release any excess water, then transfer to a cutting board and finely chop. Set aside.
Add 2 more teaspoons of the bacon drippings to the same skillet, then add the onion and garlic and cook, stirring, until soft but not browned, 2 to 3 minutes. Add the reserved spinach, crumbled bacon, cottage cheese, pepper, nutmeg and mix thoroughly. Transfer to a mixing bowl and allow to cool thoroughly. Taste and adjust seasoning, if necessary.
Preheat the oven to 450 degrees F and lightly grease a baking sheet.
Remove the dough from the refrigerator and, working on a lightly floured work surface, roll the dough to a thickness of about 1/8-inch. Using a biscuit cutter or a small glass as a guide, cut the dough into as many 3-inch circles as possible. Place a teaspoonful of the spinach filling in the center of each dough circle. Using your fingers, lightly moisten the edges with some of the beaten egg-water mixture, then fold 1 side over so that the edges meat, and press to seal. Crimp the edges using the tines of a fork and transfer to the prepared baking sheet. Repeat until all of the empanaditas are assembled. Brush the tops of each empanadita with some of the beaten egg and bake uncovered until golden, 12 to 15 minutes.
Serve either warm or at room temperature.