Seed and roughly chop jalapeño pepper. Combine cranberries, jalapeño, sugar and mayonnaise in a food processor, process until smooth.
Divide mixture, reserving half for a dipping sauce. Blend softened cream cheese, salt and pepper (if desired) into remaining half until smooth.
Lay out four wonton wrappers on a clean cutting board. Spoon 1 teaspoon of the cream cheese mixture in the center of each wrapper. Brush two adjacent edges of the wonton with water, fold in half to make a triangle. Press edges to seal. Set aside on greased or parchment lined cookie sheet.
Bake in a 400 degree oven for 18-20 minutes, or in an air fryer for 8 minutes, adjusting from top to bottom rack until evenly brown. Serve warm with reserved dipping sauce.