Can I prefold shrimp wontons?

This doesn't answer your question. But these are excellent. And can be made ahead and frozen or overnight and fried.
http://www.steamykitchen.com/72-crispy-shrimp-springroll-with-sweet-chili-sauce.html

I think that sounds delicious as well, but note that if you blot raw shrimps on dry paper towel sufficiently, there really is not the risk of blowouts. I have done this before; it works well.

I think I would take a somewhat different approach. I would peel and cook the shrimp first. Mince the pepper and cilantro. Then I would zap it all together in a food processor with soy sauce etc. Use a melon baller to distribute the filling. If you use whole shrimp I think you are risking blow outs in the fryer. Your flavors will still be intact. You might want to roast the peppers over a gas burner to give them a little smokiness. The origami part is then up to you. Cover them with a dry towel and hold in the refrigerator.

PS Not a wonton expert! They do seem more forgiving than some other wrappings, which is good.

I realized the whole-shrimp part after, sorry. Were they frozen? Especially in that case, make sure you lay them on dry paper towel in the fridge to soak up moisture before wrapping. 1-2 hours sounds good. Slightly dampened covering would make me nervous, since air could still move around them and the direct moisture would not be good for wrappers. Hermetic plastic wrap seems like the way to go. They sound good!

2) (cont'd) Air exposure to the skins once they're separated becomes an issue, so even if you cover tightly with plastic wrap, each skin is going to be more exposed to air than they were in the package, yes. You could mist lightly with water then cover with plastic wrap, or lay a damp paper towel on the sheet tray not touching any of the wontons directly.

Hi Tony-- what is the consistency of the filling? Two issues I can think of:

1) If filling is damper than skins, they will get soggy and I would say best not folded too far ahead of time since breakage becomes an issue;

2) If filling is not a concern in that respect, then I would fold them, lay flat on a sheet tray covered with parchment paper, and cover well with plastic wrap so no air gets in-- air exposure will dry them out, not filling them with a normal filling.

How far in advance were you planning to fold them? If only an hour or two and the filling isn't too wet, I think it sounds fine... day in advance would be a different story. Are they supposed to be at room temp when you fry? If they can be straight out of the fridge, I would make sure to do that if you're folding in advance.