In a 3- to 4-quart pan over high heat, bring potatoes and 2 quarts water to a boil; cover, reduce heat, and simmer until potatoes mash easily, about 15 minutes. Drain and transfer to a bowl; mash with a potato masher until smooth.
Meanwhile, in an 8- to 10-inch frying pan over medium heat, stir onion and garlic in oil until onion is very limp, about 10 minutes (if onion begins to brown, reduce heat to medium-low). Stir into potatoes, along with parsley, cilantro, capers, salt, and pepper. In a small bowl, beat egg yolk to blend; add to potato mixture and mix well.
In another small bowl, beat egg white to blend. Cut each egg roll wrapper into four squares (keep covered with plastic wrap until ready to use). Place about 1 1/2 teaspoons potato mixture in the center of each square. Brush edges lightly with egg white. Fold each square diagonally over filling to form a triangle; pinch edges to seal.
Pour 2 inches of oil into a heavy 5- to 6-quart pan over medium-high heat (or use a deep-fryer and follow manufacturer's recommendation for depth of oil). When oil reaches 375°, using a slotted spoon or a mesh basket and working in batches of 6 to 12 (pastries should fit easily in one layer), lower pastries into oil. Fry until golden brown, turning once, 3 to 5 minutes total. Transfer to paper towel-lined 10- by 15-inch baking sheets in a 200° oven and keep warm up to 30 minutes. Allow oil to return to 375° between batches.