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Mix the powdered sugar and cream cheese together until well combined. (You can use a hand mixer or a silicone spatula for this.)
Lay out about 4 wontons at a time and cover the remaining with a dish towel (they dry out quickly).
Fill a small bowl with water and set near the wontons.
Place about a ½ teaspoon of cream cheese mixture in the middle of each wonton.
Dip your fingers into the whisked egg/water mixture (i.e. egg wash), and fold the wontons diagonally to form a triangle. Seal and ensure that there are no air bubbles.
Dip your fingers back into the water. With the longest side of the triangle facing you, fold the left side to the right, and then fold the left side over it, to the right.
Repeat until all wontons are filled and wrapped!
Deep fryers work great with these, however if you don't have one, heat 2-3 inches of vegetable oil in a dutch oven until it is just under 350 degrees. (I put my electric stove to just under the medium-high mark).
You can use an extra wonton wrapper to test the temperature. Place it in the oil and ensure that it doesn’t cook too quickly or burn. Adjust the heat accordingly if needed.
Fry 4-5 wontons at a time, each for about 45 seconds to a minute, (or until golden brown).
Place them on a plate lined with paper towels to cool.
Preheat oven to 375 degrees. Spray a baking sheet with nonstick cooking spray and place the sheet in the oven for about 5 minutes. Heating the sheet will ensure that the wontons are nice and crisp on the bottom when they bake.
Remove the baking sheet from the oven and place the wontons on top. Coat the wontons with a light layer of nonstick cooking spray.
The wontons will need to bake for about 10-12 minutes, however it’s best to start checking on them after 5 minutes. Remove them from the oven when they are crisp and golden brown.
Brush each wonton lightly with vegetable or canola oil. Air Fry at 370 degrees for 7-8 minutes, until slightly browned and crispy. Serve!