In a medium bowl, make sauce by whisking together the apricot jam, ketchup, and soy sauce until combined. Set aside half to use later for dipping. Add hot dogs into remaining sauce and toss to coat.
Place wonton wrapper down on a surface with one point facing you. With your finger, run water along the edges of the wrapper, then place a hot dog in the center of the wrapper and fold the bottom point over the hot dog. Then fold the sides in and finally gently roll and seal the wrapper. Place completed rolls onto parchment paper until ready for frying. Repeat until all hot dogs are finished.
In a heavy-bottomed pot, heat oil until very hot.
Add egg rolls to oil – they should bubble right away. Fry until golden brown, about four minutes.
Once cooked, transfer to a plate lined with paper towels or cooling rack to drain excess oil.
Serve with dipping sauce.
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