Combine crab, onions, mayonnaise, red pepper, mustard, Old Bay, lemon juice, cumin, and cayenne pepper in a small bowl. Season to taste with salt and pepper.
Place 1 teaspoon of the crab mixture in the center of wonton wrapper, brush edges with beaten egg, and fold over to make small hand-held pie. Crimp the edges with a fork. Place in refrigerator until ready to fry.
Fill a large tall-sided pot with 2-3 inches of vegetable oil. Using a deep fat thermometer to measure, heat the oil to a temperature of 350 degrees. Working in batches to avoid overcrowding, fry pies until golden brown, turning once, about 1 minute per side. Remove to a paper towel to drain.