Preheat the oven to 375F. Spray a baking sheet with nonstick cooking spray and place the sheet in the oven for about 5 minutes. This will warm up the baking sheet to ensure the wontons get crispy on the bottom as well. 

Mix the powdered sugar and cream cheese together until well combined. 

I grabbed out one wonton wrapper at a time and left the rest covered with a damp paper towel (they dry out quickly). 

Fill a small bowl with water and whisked egg and set near your work station. 

Place about 1/2 a teaspoon of cream cheese mixture in the middle of your wonton wrapper. 

Dip your fingers in the water and egg mixture, and fold the wontons diagonally to form a triangle. Seal and ensure that there are no air leaks. 

With the longest side facing you (the base of the triangle) fold the right corner of the wonton to the left side. Then take the left side of the wonton and fold it to the right. Seal both corners to ensure there is no air leak. 

Then take the left side of the wonton and fold it to the right. Seal both corners to ensure there is no air leak. 

Repeat this process until all wontons are filled and wrapped. 

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 approximately 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.