Preheat the air fryer to 370 °F
Whisk together the dipping sauce ingredients and set aside.
In a small bowl, beat together 1 egg with 2 tablespoon of water. This is the "glue" that will hold the wontons together.
Stir together the Neufchâtel cheese, sugar and chopped scallions.
Drop a teaspoon-sized mound of the cheese mixture onto the center of each wonton wrapper.
Fold opposite corners of the wonton wrapper together to make a triangle. Next, fold the two triangle points together. Use a pastry brush to brush on some of the beaten egg; this will act as "glue" to hold the wonton together.
Give the wontons a good spray with nonstick spray or an olive oil mister.
Cook in the air fryer at 350 °F for about 10 minutes.
At the 10-minute mark, flip the wontons over and cook for another 3 to 5 minutes, until they reach the desired crispy-golden done-ness.
Serve with the dipping sauce.