Combine the oil, onion and garlic in a large skillet and season with salt and pepper. Turn the heat to medium-high and cook, stirring occasionally, until the onion is golden around the edges and almost translucent, about 5 minutes.
Reduce the heat to medium and add the pecans and sprinkle with salt. Cook, stirring often, until the nuts smell toasty and are golden brown, 4 to 5 minutes. Add the spice mix and cook, stirring, for 1 minute. Stir in the tomatoes and 1/2 cup water and bring to a boil, then stir in the raisins and olives. Reduce the heat to low and simmer until thickened, about 20 minutes.
Stir in the jalapeños, then season to taste with salt and pepper. Transfer to a shallow dish and spread in a thin, even layer to cool. Put in the freezer, uncovered, to quickly chill.
Position racks in the top and bottom thirds of the oven, then heat the oven to 425 degrees. Line 2 large baking sheets with parchment paper. Place 6 dough rounds on each prepared sheet, spaced evenly apart.
Scoop a tablespoon of filling in a football shape using a spoon, then place it on one side of a dough round, ¾ inch away from the rim. Fold the other side of the dough over the filling to form a half moon, then pinch the edges together. Use the tines of a fork to seal the rim shut or fold and twist the rim closed. Repeat with the remaining filling and dough rounds.
Bake, rotating the positions of the sheets halfway through, until empanadas are golden brown, 20 to 25 minutes. While the empanadas bake, purée the avocado, lime juice and a pinch of salt in a blender or food processor until smooth. Season to taste with more lime juice and salt. Transfer to a serving bowl.
Cool the empanadas on the sheets for at least a few minutes before serving hot or warm with the avocado dip.
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