Step 1: Prepare the Cheesecake Filling. In a medium bowl, beat softened cream cheese, granulated sugar, and vanilla extract with an electric mixer until smooth and creamy. Make sure there are no lumps.
Step 2: Incorporate Cotton Candy. Gently fold in the loosely packed cotton candy into the cream cheese mixture. It will begin to dissolve and meld into the filling, imparting its unique flavor and subtle color. Don’t overmix.
Step 3: Assemble the Bombs. Lay out a wonton wrapper on a clean, dry surface. Place about 1-1.5 tablespoons of the cotton candy cheesecake filling in the center of the wrapper. Don’t overfill.
Step 4: Fold and Seal. Moisten the edges of the wonton wrapper with the beaten egg. Fold the wrapper into a triangle, pressing firmly to seal the edges. You can also bring all four corners to the center and pinch to seal, forming a small parcel. Ensure no filling is exposed.
Step 5: Fry the Bombs. Heat about 2-3 inches of vegetable oil in a deep pot or Dutch oven over medium-high heat to 350°F (175°C). Carefully add 3-4 bombs at a time, ensuring not to overcrowd the pot. Fry for 2-3 minutes per side, or until golden brown and crispy. Use a slotted spoon to transfer to a wire rack lined with paper towels to drain excess oil.
Step 6: Air Fryer Option (Alternative to Frying). Preheat your air fryer to 375°F (190°C). Lightly spray the assembled bombs with cooking oil spray. Place in a single layer in the air fryer basket, ensuring not to overcrowd. Air fry for 6-8 minutes, flipping halfway through, until golden brown and crispy. Cooking times may vary depending on your air fryer model.
Step 7: Serve. Dust the crispy cotton candy cheesecake bombs with powdered sugar, if desired. Serve warm with melted chocolate, fruit compote, or simply on their own for a magical dessert experience.