In a large skillet, over medium heat, add olive oil and saute onion and garlic.
Add the shredded chicken, oregano, paprika, salt, pepper, olives, tomatoes, and chicken broth, and stir until well combined. If using cream cheese (optional) mix it in as well. Turn off the heat and add the cilantro.
For the dough
In a big, heavy-bottomed pan, combine the chicken broth, milk, oil, and egg yolks, and bring it to a simmer over medium heat.
Add the flour and salt, reduce the heat to low, and stir until the mixture thickens. It'll get lumpy and harder to stir, but keep stirring until it almost forms a dough ball. Remove the dough from the heat and let it cool slightly before handling.
Transfer the dough to a silicone mat and knead it until it becomes smooth and uniform. It'll be just a few minutes.
To assemble the coxinha
Mix the egg whites and water in a small bowl. Set aside.
In another bowl, mix the breadcrumbs and salt.
Now organize your working station with the dough, filling, bowl of egg wash, bowl of breadcrumbs, and an empty container to place the assembled coxinhas.
Open a ping-pong ball-sized portion of dough in the palm of your hand. Flatten it into a disc, pressing the center with your thumb to create more space for the filling. Be careful not to open it too thin, or the dough might tear.
Add filling in the center of the dough with a teaspoon and close it, bringing the edges together with your fingers.
Shape the dough into a teardrop by rolling it between your hands (check photos in the image instructions). Repeat this process until all the dough is gone.
With one hand, dip it in the egg white wash, draining any excess from the dough. With your other hand, roll the coxinhas in the breadcrumbs. Repeat this process with all the coxinhas.
When it's time to fry them, heat oil in a small-medium pan, enough to cover about 4-5 coxinhas. Touch the tip of one coxinha in the hot oil; if it starts to bubble, it's hot enough. Add about 4-5 coxinhas and fry them until golden brown.
Place them on a serving plate lined with a paper towel to absorb excess oil. Eat it while still hot.
Notes
For all the tips, check out the section "top tips for amazing coxinhas" in this post.