Coxinha

Filling:

Chicken

Cheese

Onion

Dough:

2 cups flour

1 1/4 cubes butter

2 cups water

Bread crumbs

Milk

Egg

Directions:

Cook and shred chicken. Brown onion. Melt cheese.

Mix together flour, butter and water. Mix until pulls away from side of pan and begins to form a ball. When done lay out on counter to cool. Mix milk and egg together.

After dough is cool, get little ball and smash flat. Fill with filling then roll into ball or rain drop shape. After closed, dip in milk and egg mixture. Then roll in bread crumbs and deep fry in oil. When cool, enjoy with some ketchup. 

From: Greg Nelson

For more help in how to make these you can check out this youtube video. It is in Portugeese but you can see how they make them.
http://www.youtube.com/watch?v=RsDF2fzsVfc&feature=g-hist
You can also check out wikipedia: http://en.wikipedia.org/wiki/Coxinha