Place the chicken breasts in a large pot. Add the onion, bell pepper, celery, garlic, bay leaves, oregano, and black pepper. Cover with water and cook for 25 to 30 minutes, or until the chicken is fully cooked. Remove the chicken and reserve the broth.
Shred the cooked chicken, set it aside. Melt the butter with the achiote in a large skillet, then add the chopped onion, celery, and bell pepper. Cook for 2 to 3 minutes.
Add the tomato and garlic. Cook for another 2 to 3 minutes, stirring occasionally, until the tomato softens.
Add the shredded chicken, ½ cup of the reserved broth, oregano, black pepper, and salt. Stir until well combined and cook until the filling is moist but not watery. Remove from the heat and let it cool.
Place the masa harina in a large bowl, add the salt, and mix well.
Gradually pour in the reserved chicken broth, water, or a combination of both. Mix with your hands until the masa is soft and easy to shape.
Divide the masa into balls. Place one ball between two pieces of plastic and flatten it with a tortilla press, or cutting board to form a circle.
Place some of the chicken filling on one half of the masa circle, leaving the edges clear. Fold the masa over the filling to form a half-moon. Press the edges firmly to seal the empanada.
Fill a pot with vegetable oil and heat to 375°F. Corn oil or another neutral oil can also be used. Olive oil is not recommended. Carefully place the empanadas in hot oil, frying only a few at a time.
After 2-3 minutes turn the empanadas as needed and fry until both sides are golden and crispy. Cook for a total of 7-8 minutes. Remove them from the oil and drain on paper towels.
Combine some of the sauce with the shredded cabbage. Carefully open each empanada and fill it with the cabbage salad, diced tomato, and additional toppings or sauce. Serve immediately.