Line a large baking sheet tray with aluminum foil and pour the sweet potatoes with 1/2 cup barbecue sauce, salt and pepper to taste, onto the tray. Bake for 20 minutes, then flip the potatoes and bake another 10 to 20 minutes or until browned and crispy at the ends. Remove from oven and let cool.
Roll out pie dough on a large piece of parchment paper and flour it so it does not stick. With a medium sized bowl, cut the dough into circle shaped disks, approximately 6" from side to side. Add approximately 1 tablespoon potatoes and a teaspoon of the Bar-B-Q Sauce onto one side of the dough circle. Then, fold other side over and mash the ends together with the end of a fork to form a seal. Continue with the rest of the dough and filling.
Oil your grill grates and let the empanadas bake on indirect heat for approximately 20 minutes at medium heat, or until the dough becomes golden.
For the Cool Ranch Dipping Sauce
Combine sour cream, buttermilk, cilantro, shallot, white wine vinegar, garlic, salt, and black pepper. Adjust with sugar, if necessary. Serve with the empanadas.