To make the filling, finely chop the pickled jalapeños.

In a medium bowl, mix together cream cheese, chopped jalapenos, soy sauce and Worcestershire sauce until well combined.

In a small bowl, beat the egg with a tablespoon of water.

Open a package of wonton wrap right before you start folding them. Cover the stack of wraps with a wet paper towel to prevent drying.

Put 1 teaspoon of cream cheese mixture in the middle of the wonton wrap.

To fold the wontons, follow the video tutorial above. Here I’m describing folding style #4… Brush on egg wash on 2 sides of the wonton wrap. Fold over to create a triangle and pinch the sides, squeezing out excess air. Brush a little bit of egg wash on one side of bottom corners and pull the ends together. Pinch to glue the ends and arrange on a baking sheet, lined with wax or parchment paper, or silicone mat. Continue with the remaining wraps and filling.

Fill a deep pot with 1 ½-2-inch vegetable or canola oil. Heat the oil to 350°F.

Drop 4-5 wontons at a time and cook them until golden brown, no more than a minute.

Remove the cooked wontons onto a baking sheet lined with paper towel and cooling rack.

To make the sauce, combine all the ingredients in a small saucepan. Bring it to a boil over a medium heat. Then reduce the heat and simmer for about 10 minutes, or until thickened, stirring occasionally.