Heat the vegetable oil in a preheated wok or frying pan.
Add the onion, garlic and ginger and sauté for 2 minutes. Add the mushrooms and sauté for another 2 minutes. Season well with salt and pepper and cool.
Form a tsp of the cooled mushroom filling in the center of each wan- tan shell.
Fold the opposite corners of each wan-tan wrapper together to pack in the filling, then close with light pressure. Close the other corners in the same way.
Place 2 wan-tans on each skewer. Heat enough oil in a wok or large pot to deep-fry the wan-tans in batches until golden brown and crispy. Do not get the oil too hot or the wan-tan shells will brown before the filling is truly cooked through. Lift out the wan-tans with a slotted spoon or pan scoop and drain on paper towels.
For the sauce, heat the vegetable oil in a small saucepan until hot enough to brown a small cube of bread in it in a few seconds. Place the scallions and chilies in a large enough bowl and pour the hot oil leisurely over them. Mix in the remaining ingredients.
Place the crispy wan-tans on a serving plate and bring to the table together with the dip.