Place sweet potatoes into a large pot and cover with salted water; bring to a boil. Reduce heat to medium-low and simmer until tender, about 20 minutes.
Meanwhile, heat a large skillet over medium-high heat. Cook and stir chorizo in the hot skillet until browned and crumbly, 5 to 7 minutes. Let cool.
Drain sweet potatoes, mash, and let cool until safe to handle, 10 to 15 minutes.
Combine mashed sweet potatoes, chorizo, Cheddar cheese, and cilantro to make the filling. Set up a prep area for dumplings, including a tray to cool them on and a bowl of water to fasten them.
Place 2 teaspoons of filling onto a wonton wrapper, wet the outside edge, and seal. Place dumpling on the tray. Repeat with remaining filling and wonton wrappers. Refrigerate dumplings for 30 minutes before sealing in a zip-top bag to freeze.
Combine peach jam, Thai chili sauce, and cilantro to make the dipping sauce.
To cook the dumplings from frozen, first heat oil in a pan over medium- to medium-high heat. Add dumplings and a little water; pan-fry until heated through, 10 to 12 minutes.
