2Place mashed squash into a mixing bowl. Add salt, black pepper, and cayenne pepper. Stir in mascarpone cheese, egg yolk, and 1/3 cup Parmesan cheese, mixing until filling is combined.
3Place a wonton wrapper onto a working surface. Wet the tip of a finger in water, and run it all along the outer edge of the wonton skin to moisten. Place about 1 teaspoon of filling in the center of the wonton.