Dip the rice paper sheets in water for about 30 seconds, then place them on a cutting board.
Heat up a frying pan on medium heat, add the sesame oil, chili pepper, garlic and onion and sauté for about a minute.
Add the mushrooms, soy sauce, brown sugar, scallion, salt and cashews and mix well. Cook for about 3 minutes, then transfer to a bowl.
Add a spoonful of the mushroom filling in the center of each rice paper sheet, fold the sides toward the center and roll while tightening.
Heat the oil in a frying pan and fry the dumplings for about 2 minutes on each side. While the dumplings are cooking, mix all the sauce ingredients in a small bowl.