Heat the oil in a wok or heavy-based saucepan to 350°F; use an instant-read thermometer for accurate results.
Meanwhile, finely chop the crabmeat. Place in a mixing bowl along with the cream cheese, scallion, garlic, Worcestershire sauce, and some salt and pepper to taste; thoroughly stir to combine.
Place a generous teaspoon of the filling on the center of the wonton wrappers. Brush the edges with beaten egg wash before bringing the wrapper edges up and around the filling, pinching to enclose the filling; make sure there is no trapped air between the wrapper and the filling.
Working in batches, deep-fry the rangoons until golden brown and crisp, turning over a few times, about 2 minutes. When ready, remove them to a plate lined with paper towels to drain; sprinkle with sesame seeds and cover with aluminum foil to keep warm. Repeat for the remaining rangoons.
When ready to serve, divide rangoons between plates and serve with the dipping sauce and orange wedges on the side.