Preheat the oven to 400. Spoon a blob of marinara sauce into the center of the wonton. Top with a cube of cheese and a slice of salami. Crack the egg, and give it a quick whisk. Use a pastry brush (or your fingers) to dab a layer of egg around the edges of the wonton wrapper, then fold over into a triangle (try to seal out air pockets)
Repeat for the rest of the wontons Brush both sides of each wonton with vegetable oil and place on a baking tray. Bake for about 10 minutes until the parcels are golden and crispy – keep an eye on them – I bought a packet of wontons recently that took 17 minutes to cook up, and conversely, a different packet took 8. It depends on the wonton and the reliable-ness of your oven. Season with salt and pepper then serve.