Heat up the fat in your fryers.

Using a fork or small whisk, beat one egg in a bowl.

If your cheese sticks aren't frozen, or if you remember to cut the cheese sticks in half before you freeze them, you could use one wonton wrapper for each piece of cheese, which is easier.  Otherwise, just overlap the wrappers as shown in the pictures below and use two for each cheese stick.  Only get out a few cheese sticks at a time so they stay frozen until you get them wrapped and fried.  Use a finger dipped into the egg wash to moisten the seams and corners and wrap the cheese up as shown, tucking in the ends first and using a lot of the egg to keep the corners very moist, which prevents tears and keeps the folds closed.

When the grease is at 350*, carefully drop in the cheese sticks, only 2-3 at the time so they crisp up and don't cool down the grease too quickly.  Cold grease makes soggy food.  If you don't have a temperature adjustment on your fryer, you might want a thermometer like this one to make sure the fat doesn't reach the smoke point.  Heating fat past the smoke point turns a healthy fat into a not good for you fat!  Having a fryer like this one with a good temperature control makes it all easier.