Mix together the pumpkin, brown sugar, cinnamon, nutmeg, cloves, vanilla and cream cheese. Set aside.
In a small bowl, whisk together the egg and the water for the egg wash.
Place one wonton wrapper on a clean, dry surface. With a small pastry brush or a spoon, paint the edges of the wonton wrapper with the egg wash. Then spoon 1 teaspoon of the pumpkin filling in the middle. Fold over to form a triangle and seal very well. Repeat for remaining.
It’s important to make sure you have a good, tight seal, otherwise the filling will leak out and cause oil splatters.
Heat 1 1/2-inches of oil in a pot, wok or small frying pan. When the oil reaches 300F, carefully slide in a few wontons into the oil with a long-handled spoon. It’s best to use a screen to protect you from the oil. Fry for 1 minute on each side, until golden brown.
Drain on rack to let cool.
Sprinkle with powdered sugar.