In a large bowl, combine the pulled pork, green onion, cheddar cheese, and BBQ sauce and mix to combine. Taste and adjust flavors. If it’s too dry add more BBQ sauce or a tablespoon of apple cider vinegar.
For the Egg Wash:
In a small bowl add the egg and a tablespoon of water and whisk together.
To Assemble the Wontons:
Place one wonton wrapper in the center of your palm. Place 1 teaspoon of the filling in the center. With your finger (of the opposite hand) paint the sides of the wrapper lightly with the egg wash. Fold over one side to create a triangle. Seal tightly, removing any air pockets. Fold the two opposite points together and seal together, using more egg wash if necessary. Place aside and repeat with remaining filling.
To Fry the Wontons:
Add oil to a frying pan (or wok) up to two inches in depth, and heat up until ready to fry (medium high heat). Use a test wonton to see if the oil is ready. It should start browning quickly.
Add a few wontons at a time (without crowding the pan) and fry, turning occasionally, until golden brown (about 2-3 minutes). Remove them and place on a drying rack set over a baking sheet to remove any excess oil (alternatively, you can place on a drying rack lined with paper towels).
Serve with dipping sauce.
For the Wonton Dipping Sauce:
Combine all ingredients in a bowl and mix together. Taste and adjust flavors to your preference. If don't want it too spicy, go light on the horseradish. If you want it more on the sweeter/BBQ sauce style, go heavier on the BBQ sauce. Adjust it to what style you want (spicy or sweet).