We stopped at this stall near the Zócalo because there were tons of people buzzing around it so we knew it must be something good. My non-Spanish speaking friend ran across the street and pantomimed to the vendor that he wanted one of whatever he was selling. The man behind the cart pulled a little bready thing out from a basket and sliced it open around the edges to reveal a bunch of cooked shrimp and melted cheese inside. Unexpectedly, it was then slathered in avocado (ok) and ketchup (what?!) and then handed over to us so we could add our own dose of hot sauce to complete the dish. The total was about $1.50USD. We took our little frisbee-like plate over to a nearby table and tentatively took a bit of the ketchup-y, shrimp-y mess.
And it was so good! Honestly, one of the best things I ate in Mexico City, and I ate a lot. I went back to the vendor to ask what this delicious morsel was, and he told me it was an empanada! It was a lot different (in looks, taste and texture) than the empanadas I had been used to in Spain and Portugal, but this was just as good, if not better than the flaky pastries I had learned to love across the Atlantic. And cheaper, too!
The stand was unmarked, but it was associated by a little restaurant that was set up in an alley behind in, where you could eat your street food at tables. I can't remember the name, but through the miracle of Google street view I was able to rediscover the exact location of the stand!