Heat oil in a deep-fryer or large saucepan to 350 degrees F (175 degrees C).
Combine cream cheese, bacon, jalapenos, shredded cheese, green onions, and hot sauce in a bowl. Mix well.
Whisk egg and water together in a small bowl.
Place 1 tablespoon cream cheese mixture on a wonton wrapper. Brush the edges of the wonton wrappers with the egg mixture using a small pastry brush. Fold wonton into a triangle; pinch shut. Repeat with the rest of the wonton wrappers.
Place wontons carefully in the oil, working in batches. Fry until golden brown and crispy, about 6 minutes.