Preheat oven to 400°. Scrub sweet potato and pierce with a sharp knife in several places. Bake until soft when pressed, 40 to 60 minutes. Cut sweet potato open and let cool about 15 minutes. Scoop out flesh, put in a bowl, and mash. Stir in cheese, cumin seeds, pepper, and salt to taste.
Mound 1 scant tablespoon sweet potato filling in the center of 1 wonton wrapper (keep remaining wrappers covered with plastic wrap). With your finger, moisten edge of wrapper with water. Fold over filling to form a triangle and press edges to seal. Repeat to fill remaining wonton wrappers. Place in a single layer on a flour-dusted baking sheet. Cover with plastic wrap to keep triangles from drying out.
Pour about 1 1/2 inches oil into a 3- to 4-quart pan and set over medium heat. When oil reaches 375° on a thermometer, add 3 or 4 triangles and fry, turning once, until golden brown, about 1 1/2 minutes total. Lift out with a slotted spoon and transfer to paper towels to drain. Keep warm in a 200° oven. Repeat to fry remaining triangles.
Serve hot with red chile jelly or jam or cranberry chutney for dipping. (If jelly is very stiff, stir to loosen.)