In a large bowl, whisk together the egg, hoisin, soy sauce, sesame oil and hot sauce. Add the pork, carrots, scallions, cilantro and water chestnuts, then mix well.
One at a time, place 1 tablespoon of the pork mixture in the center of each wonton. Dunk your fingers in water, then use them to wet the edges of the wrapper. Gather the edges of the wrapper over the filling, pinching them together to form a small purse. Repeat with the remaining filling and wrappers.
In a large saute pan, bring about 1 inch of water to a boil. Set a bamboo or other steamer basket over the water, then lightly coat it with cooking spray.
Working in batches if necessary, arrange the dumplings in the steamer (they should not touch), then cover and steam for 15 minutes.
Meanwhile, prepare the dipping sauce. In a small bowl, whisk together all ingredients. Serve the dumplings hot with the dipping sauce.
Nutrition information per serving (values are rounded to the nearest whole number): 500 calories; 240 calories from fat (48 percent of total calories); 27 g fat (8 g saturated; 0 g trans fats); 90 mg cholesterol; 44 g carbohydrate; 21 g protein; 3 g fiber; 1,350 mg sodium.