Put chocolate-hazelnut spread in a zip-top bag, snip a small corner of the bag, and set aside. Line a baking sheet with parchment paper. Separate wonton wrappers.
Heat oil in a deep-fryer or large saucepan to 350 degrees F (175 degrees C).
Put about 1 teaspoon chocolate spread in the center of each wrap; reserve any remaining spread for another use. Add a few chocolate chips and 4 to 5 mini marshmallows. Brush the egg wash around the outer edges.
Take another wrap and lay on top of each wonton and seal all around. Pinch the edges to make it fancy.
Drop the wontons in the hot oil, working in batches if needed, for 30 seconds only. Transfer to a wire rack to drain excess oil.
Plate wontons. Drizzle with hot fudge sauce, top with crushed roasted chestnuts, and dust with powdered sugar.