Beat the cream cheese, powdered icing sugar, vanilla, and yogurt in a bowl until smooth.
Lay a few wonton wrappers out on a cutting board and place a wet paper towel over the rest to keep them from drying out.
Add 1 teaspoon of the mixture and 1 teaspoon of the pie filling into the middle of each wrapper.
Brush the edges of the wrapper with a bit of water and fold them into a triangle. Press the seal together well.
Repeat with all the wrappers.
Add the oil into a dutch oven and heat to 300 degrees.
Fry 3-4 of the filled wrappers at a time until they are golden. Be sure to flip them halfway through. You'll want to fry each batch for about 3 minutes.