In a small mixing bowl, whisk together the egg and water until well combined.
Take a wonton wrapper and place it in the palm of your hand. Add one piece of chocolate to the center of the wrapper.
Using your pastry brush, lightly brush the edges of the wonton wrapper with the egg wash. Fold the wrapper in half to form a triangle, pressing the edges to seal tightly.
In a frying pan or deep fryer, heat vegetable oil over medium heat until hot.
Carefully place the sealed wontons into the hot oil, frying them in batches until golden brown and crispy, about 2-3 minutes per side.
Using a slotted spoon, remove the wontons from the oil and place them on a paper towel-lined plate to drain excess oil.
Once cooled slightly, dust the Chocolate Wontons with confectioners sugar and serve warm.