Preheat oven to 400 degrees. Line a baking sheet pan with foil, and spray with cooking spray.
Lay a wonton wrap on a flat surface in front of you, like a diamond. Put the cheese stick (cut in half) in middle of the wrap.
Take the bottom corner and fold it up over the cheese stick and tuck the side corners around cheese stick. Dab finger in water, and draw a line on the end flap of the wonton. Continue to roll until it is completely wrapped in wonton wrapper. (Note: The water acts like a glue to help the wonton stay wrapped.) Spray cheese sticks with cooking spray.
Bake for 6 minutes, then remove from the oven. Turn each cheese stick, and sprinkle parmesan cheese evenly over them. Spray with cooking spray, and return to the oven for 5-6 minutes, then broil for the last 45-60 seconds, or until the tops get lightly golden brown. Serve with marinara sauce for dipping if desired!