These mini pastelitos are perfect for a party appetizer the entire family will drool for.
In medium saucepan, cook rice according to package directions; set aside.
Heat olive oil in large skillet set over medium heat; cook mushrooms, onion, bell pepper, garlic, oregano, chili powder, salt and pepper for 8 to 10 minutes or until mushrooms are browned, liquid is evaporated, and vegetables are tender and fragrant. Stir in tomato sauce; cook for 3 to 5 minutes or until thickened. Stir in cooked rice, Monterey Jack and mozzarella; set aside.
Divide mushroom and rice mixture evenly among centers of wonton wrappers. Whisk egg with 1/4 cup water; brush along edges of each wrapper with fingers. Fold 1 corner of wrapper over to opposite corner to make triangle, enclosing filling; press edges with fork to seal.
Heat vegetable oil in high-sided skillet set over medium heat until temperature reaches 350°F. Fry pastelitos in batches for 2 to 3 minutes per side or until golden brown. Drain on paper towel–lined baking sheet; let cool slightly before serving. Sprinkle with parsley.
Serve with salsa verde or guacamole for dipping if desired.