Cook sausage over medium-high heat, stirring frequently until thoroughly cooked and no longer pink. Remove from heat and allow to cool in pan. Stir in onion, cilantro and cheese. Place 20 wontons on a flat surface. Stir egg yolk and cream together in a small bowl; brush all 20 wontons with egg wash. Place 1 tablespoon of the filling in the center of each wrapper; fold wonton over to form a triangle. Seal edges with fingers or crimp with fork. Brush tops with egg wash. To cook- in a wok, Dutch oven or fryer, add oil to a depth of 3 inches; heat to 375 F. Fry 3 or 4 at a time about 3 minutes or until deep golden brown; drain on paper towels. Or place on greased cookie sheet and bake at 400 F. for 20 minutes or until browned on each side, turning each wonton over after 10 minutes.
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