Here's an article I found on Empanadas! It's from Wikipedia, so you might want to take it with a but of a grain of salt (as anybody can write anything on there) but right now I see no reason not to accept it as-is.
http://en.wikipedia.org/wiki/Empanadas
According to said article, specifically Empanadas in Mexico are, in fact, often sweet and eaten as desserts or breakfasts, common fillings being pumpkin, yam, sweet potato, cream, and a variety of fruit. But they're the only ones who eat it that way, and they too have the non-sweet variant. As Beyond said, various meats, vegetables, and cheese are far more common in the Hispanic/Latino world as a whole. And I'll bet even the sweet Mexican variety is a lot different than what's being served.... It'll be homemade, for one.