To make the crust, mix together the flour, salt, and Cheddar cheese. Add the lard, either with a fork, your hands or a pastry cutter. When the flour is clumped together, slowly add the cold water, a tablespoon at a time, until the dough is moist enough to come together. Form the dough into a ball, then wrap and place the dough in the refrigerator to chill for at least an hour.
To make the filling, heat up the oil in a large skillet on medium-low. Add the onions and cook until soft, about 5 minutes. Remove the Mexican chorizo from the casing (if homemade and already loose, you can skip this step) and add to the skillet along with the diced jalapeños. Cook until chorizo is lightly browned, about 5 minutes. Stir in the refried beans and cook until heated. Turn off the heat and stir in the cheese.
To make the fried pies, roll out the chilled curst until it’s no more than 1/8 of an inch thick. Cut out 4-inch diameter circles. Roll out any leftover scraps and continue to cut out 3-inch circles until all the dough has been used. You should have about 12.
Place 2 tablespoons of filling in the center of each crust. Moisten the edges and fold the edge over, sealing the edges with your fingers and then press down on the edges with a fork. (If there’s any filling left over, save it for tacos or use as a dip.)
In a cast-iron skillet, heat 1 inch of oil to 350° F. With a spatula, gently place 2 or 3 pies into the hot oil, cooking for about a minute on each side or until lightly browned. Drain cooked pies on a rack or a paper-towel-lined plate. Repeat for the remaining pies.
Serve warm with salsa, sour cream, or just by themselves.