Galician cockle empanada with allioli

To make the dough, first gently warm the milk - you’re aiming for a temperature of around 40°C, or barely warm. Whisk in the instant yeast, then leave to one side for the yeast to activate and the milk to become frothy

Combine the flour and salt in a large mixing bowl. Or, if you have one, combine them in the bowl of a stand mixer fitted with a dough hook attachment

Add the milk and yeast mixture for the bowl, followed by the oil. Knead on a lightly floured surface for 10 minutes. If using a stand mixer, start the mixer and gradually add the yeast and milk mixture, followed by the oil. Mix on a medium-low speed for 10 minutes

Remove the dough from the mixer, if using, and give the dough a brief knead to bring it together into a smooth ball

Dust the outside of the dough lightly with flour, then return to the bowl, cover and allow to rest for an hour

While the dough is resting, make the filling. Heat the olive oil in a frying pan and add the onion. Cook for 10 minutes, or until slightly softened, then add the peppers

Cook the onion and pepper mixture, stirring regularly, for a further 15 minutes or until all the vegetables are soft

Add the garlic and cook for a minute more

Add the white wine and then cook down until almost all the liquid has evaporated

Stir through the cockles, pimentón, parsley and vinegar, then season with salt. Set aside

To make the allioli, mix the egg, garlic and lemon juice and a pinch of salt together with a whisk

Slowly drizzle in the vegetable oil a drop at a time, whisking all the time, until a thick, pale yellow emulsion forms. Once the oil and egg yolks begin to emulsify, you can add the oil slightly quicker

Once all the vegetable oil has been incorporated, add the olive oil in a steady stream, whisking constantly. Taste, and adjust seasoning as needed, then set aside

Preheat the oven to 180°C/gas mark 4

Dust a work surface lightly with flour and tip the dough out into it. Knead briefly, then divide the dough into 2 equal pieces

Roll out 1 piece of dough to a rectangle that’s roughly 20 x 30cm and around 3mm thick

Transfer the dough to a baking tray lined with greaseproof paper

Roll out the other piece of dough to the same size

Spoon the filling onto the bottom rectangle of dough, leaving a 3cm border around the outside

Top with the second piece of dough, then fold the bottom piece of dough over the top edges, sealing them together and crimping them between your fingers as you go

Cut a hole in the top of the empanada, to allow steam to escape during cooking

Brush the whole empanada with the beaten egg, then transfer to the oven and cook for 35 minutes, or until golden brown

Slice the cockle empanada and serve with the allioli