Mix the cream cheese in a large bowl with the crab, bacon, scallions, banana peppers, cheese, soy sauce, and worcestershire. Stir well to combine.
Cut the top and bottom off the jalapeno so it is about a 3 inch cylinder. Now cut it in half the long way and remove the stem and seeds. cut into quarters, again the long way, and then cut in half the short way so you have 8 little jalapeno rectangles. Repeat until you have 20.
Add a splash of water to the egg and beat it until it is a uniform texture and fully combined.
Place a wonton wrapper on the work surface. Place a jalapeno rectangle on it so that the corners of the wrapper line up with the flat sides of the jalapeno. Brush egg wash on two edges. Place a large tablespoon of the cream cheese mixture onto the jalapeno. Fold the dry corner of the wrapper over the top, then fold in the sides, then roll it up. It is OK if it doesn't seem sealed.
Repeat with remaining wonton wrappers and filling.
Preheat the frying oil to 365. Add in some of the poppers, but do not crowd the pan. Cook until browned on all sides, flipping a few times while cooking, about 2 minutes.
serve with sweet chili sauce.