With the advent of open source software, a veritable treasure trove of previously proprietary software development data was made available. This opened the field of empirical software engineering research to anyone in academia. Data that is mined from software projects, however, requires extensive processing and needs to be handled with utmost care to ensure valid conclusions. Since the software development practices and tools have changed over two decades, we aim to understand the state-of-the-art research workflows and to highlight potential challenges. We employ a systematic literature review by sampling over one thousand papers from leading conferences and by analyzing the 286 most relevant papers from the perspective of data workflows, methodologies, reproducibility, and tools. We found that an important part of the research workflow involving dataset selection was particularly problematic, which raises questions about the generality of the results in existing literature. Furthermore, we found a considerable number of papers provide little or no reproducibility instructions -- a substantial deficiency for a data-intensive field. In fact, 33% of papers provide no information on how their data was retrieved. Based on these findings, we propose ways to address these shortcomings via existing tools and also provide recommendations to improve research workflows and the reproducibility of research.