In a mixing bowl, combine the whipped cream cheese and mayonnaise. Mix until smooth and creamy, then fold in the thinly sliced scallions.
Lay out the wonton wrappers on a clean, flat surface. Take one wrapper at a time and place about a teaspoon of filling in the center. Moisten the edges with water, fold the wrapper in half diagonally, and press the edges together to seal tightly.
In a small bowl, whisk together the egg and water. Brush the tops of each sealed wonton with the egg wash.
To fry, heat oil in a frying pan over medium heat. Fry the wontons in batches until golden brown and crispy, about 2-3 minutes per side. To bake, preheat the oven to 375°F (190°C) and bake for about 15 minutes.
Transfer the cream cheese wontons to a serving platter. Serve warm with pepper jelly if desired.
