Defrost the wonton wrappers by setting on the counter at room temp for about 30 minutes.
In a medium bowl, using a spoon, stir together cream cheese, diced shallot and sugar until combined.
In a small bowl, whisk up your egg with 1 Tbsp of water. Set nearby.
Place about 2 tsp of cream cheese mixture in the middle of each wonton. Dip your finger in the egg mixture and dab a little onto the center part of each side. Press opposing sides together and pinch in the center to enclose the cream cheese.
Don't worry if they flop over a bit, they'll perk up when you fry them.
In a heavy-bottomed deep pan, pour 3-4 inches of vegetable oil. Heat on medium until 350°F, using a candy thermometer.
Once oil is hot, use a slotted spoon or frying spoon strainer to gently place 4-5 wontons in at a time and leave for about 1 minute until lightly browned. If they flip or turn, gently coax them so the points are up and the filling stays in.
Once cooked, remove wontons from the oil and place on a cooling rack with a cookie sheet or paper towels underneath to catch the dripping oil.
Repeat with the remaining wontons until they're all fried. Watch your temperature as you fry and adjust your heat as needed to keep it close to 350°F.
I like to serve immediately, but you can keep them in a warm oven up to 30 minutes to keep them hot for whenever you're ready to serve. Enjoy!!!!