In a large pan over medium heat, add the sausage, salt, and green pepper. Cook and crumble until browned and cooked through. Drain any excess grease.
Decrease the heat to low and mix in the cheeses and ranch dressing until well combined. Remove from heat.
Remove about 5 wontons at a time and cover the rest of the package with a dish towel to keep them moist.
Use a 1/2 teaspoon scoop and drop the sausage mixture into the middle of each one. Don't place any more than 1/2 teaspoon as the wonton won't be able to seal around it.
Fold each wonton diagonally in half to form a triangle. Dip your fingers into the beaten egg, which helps act as a glue. Press your fingers around the wonton filling to seal, removing all air from the inside. Repeat until you've run out of sausage filling.
To Fry:
Deep fryers work great with these, however if you don’t have one, heat 2-3 inches of vegetable oil in a high walled pan (dutch ovens work well) until it is just under 350 degrees. (I put my electric stove to just under the medium-high mark).
You can use an extra wonton wrapper to test the temperature. Place it in the oil and ensure that it doesn’t cook too quickly or burn. Adjust the heat accordingly if needed.
Fry 4-5 wontons at a time, each for about 45 seconds to a minute, (or until golden brown).
They may want to stick to the bottom of the pan at first but if you let them be, they should pop up after they fry for little bit. Once they do, gently flip them so that they fry evenly on the top and the bottom.
Place them on a plate lined with paper towels to cool. (The hard part is resisting the urge to pop one in your mouth before it cools a little!)
To Bake:
Preheat oven to 375 degrees. Spray a baking sheet with nonstick cooking spray and place the sheet in the oven for about 5 minutes. Heating the sheet will ensure that the wontons are nice and crisp on the bottom when they bake, and don’t end up too soft.
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 about 10-12 minutes, however it’s best to start checking on them around the 5 minute mark. Remove them from the oven when they are crisp and golden brown.