In a heavy-bottomed, straight-sided, medium saute pan, add enough oil to reach at least 1-inch up the sides. Heat over medium-high heat.
In a small bowl, mix together the orange marmalade, ginger, cream cheese, cinnamon, and salt until very well blended. Fill each wonton with a rounded teaspoon of filling and brush a little water along the edges of the wonton dough. Fold in half diagonally and pinch the wontons shut, making triangles. (Make all the wontons before frying.)
Working in batches, carefully fry the wontons 3 or 4 at a time, just until golden brown, 3 to 4 minutes, turning once. Remove the wontons and any blot excess oil on a paper towel. Allow to cool a few minutes before serving, as the filling will be extremely hot. Lightly dust with confectioners' sugar and serve warm.