In a small bowl, whisk together the egg and water.
Place a mozzarella stick in the center of a wonton wrapper.
Brush the edges with the egg mixture, then fold the wrapper over and seal tightly.
Repeat with remaining cheese sticks and wrappers.
Heat oil in a deep pan to 350°F (175°C).
Fry the wonton mozzarella sticks in batches until golden brown, about 1-2 minutes per side.
Drain on paper towels and serve hot with marinara sauce.