Soak mushrooms for 30 minutes in enough warm water to cover. Rinse well; squeeze to drain. Finely chop, discarding stems. Soak bean threads for 15 minutes in enough water to cover. Drain well; squeeze out excess moisture. Cut into 2-inch lengths. Thaw shrimp, if frozen. Finely chop shrimp and pork. Mix water, oyster sauce, wine, and cornstarch in a bowl.
Heat 1 tablespoon oil in a large skillet over medium-high heat. (Add more oil as needed during cooking.) Stir-fry ginger and garlic in hot oil for 15 seconds. Add carrot, sprouts, and onions; stir-fry for 1 to 1-1/2 minutes or until crisp-tender. Remove from skillet.
Add shrimp to skillet; stir-fry for 1 to 2 minutes or until pink. Add pork; stir-fry for 2 to 3 minutes or until meat is no longer pink. Push meat to sides of skillet. Stir sauce; pour into center of skillet. Cook and stir until bubbly. Cook and stir 1 minute more. Return shrimp and vegetables to skillet. Add bean threads and mushrooms. Stir to coat with sauce. Remove and cool.
Heat 1-1/2 to 2 inches cooking oil in a wok or 3-quart saucepan to 365 degrees F.
To fill wontons, place the wonton wrapper with a point toward you. Spoon about 2 teaspoons filling diagonally on the wrapper, just below the center. Fold the bottom point over the filling; tuck it under the filling. Roll the wonton wrapper once to enclose the filling; leave about 1 inch unrolled at the top of the wrapper. Moisten the right-hand corner of the wrapper with a little water. Pick up the right- and left-hand corners of the wrapper and bring toward you, below the filling. Overlap the right- and left-hand corners; press together to seal.
To wrap an egg roll, place the egg roll wrapper with a point toward you. Spoon about 1/4 cup of the filling diagonally on the wrapper, just below the center. Fold the bottom point over filling; tuck it under filling. Fold the right and left corners over the filling to form an envelope shape. Roll the egg roll toward the remaining corner. Moisten the top point with water and press firmly to seal.
Fry, a few at a time, in hot oil for 1 to 2-1/2 minutes or until golden, turning once. Remove from oil. Drain on paper towels. Keep warm in a 300 degree F oven while frying remaining food. Serve warm with sweet-and-sour sauce or Chinese mustard sauce.