Make the Pastry Dough:
In a large bowl, mix the flour and salt. Add the cubed butter and use your fingers or a pastry cutter to blend the butter into the flour until the mixture resembles coarse crumbs.
Beat the egg with 2 tablespoons of cold water. Gradually add this to the flour mixture, stirring until the dough comes together. Add additional water if necessary, but be careful not to over-wet the dough.
Form the dough into a ball, wrap in plastic wrap, and refrigerate for at least 30 minutes.

Prepare the Filling:
Heat the olive oil in a skillet over medium heat. Add the onion and garlic, sautéing until soft and translucent.
Add the chopped heart of palm and cook for a few more minutes until heated through.
Lower the heat and stir in the cream cheese and milk until well combined. Add the dissolved cornstarch and stir until the mixture thickens. Season with salt, pepper, and parsley. Remove from heat and let cool.

Assemble the Empadinhas:
Preheat the oven to 375°F (190°C).
Roll out the chilled dough on a floured surface to about 1/8-inch thickness. Cut out rounds using a cookie cutter or cup that are big enough to fit the cups of a mini muffin tin.
Press each round into the muffin cups, making sure there are no air pockets at the bottom. Fill each pastry shell with the heart of palm mixture.
Use smaller dough rounds or strips to create lids or lattice tops for each empadinha. Brush the tops with beaten egg for a golden finish.

Bake:
Bake in the preheated oven for 20-25 minutes, or until the pastry is golden brown and crisp.

Serve:
Allow the empadinhas to cool slightly in the pan before removing. Serve them warm or at room temperature.