Preheat oven to 400F. Oil rimmed baking sheet. Cut sweet potatoes in half lengthwise; place cut side down on baking sheet. Roast until tender, about 35 minutes; cool. Scoop potato pulp out of skins into small bowl. Spoon 11/3 cups pulp into medium bowl. (Reserve any remaining potato pulp for another use.) Add sugar and butter; mash well. Season filling with salt and pepper.
Line large baking sheet with parchment paper. Place wonton wrappers on work surface. Using pastry brush, brush wrappers with beaten egg. Place 1/2 tablespoon sweet-potato filling in center of each. Fold each wrapper diagonally over filling, forming triangle. Seal edges. Transfer to parchment-lined baking sheet. Let stand at room temperature while preparing fried shallots and sauce. (Can be made up to 5 days ahead. Freeze, then cover and keep frozen. Do not thaw before cooking.)
For fried shallots and sauce:
Heat vegetable oil in heavy small saucepan over medium-high heat. Working in 2 batches, fry shallots until crisp and dark brown, about 2 minutes. Using slotted spoon, transfer shallots to paper-towel-lined plate to drain. Cook butter in large pot over medium heat until beginning to brown, about 3 minutes. Remove from heat. Add sage and red pepper.
Meanwhile, working in batches, cook ravioli in pot of boiling salted water until tender, about 3 minutes. Drain well. Add ravioli to pot with butter sauce; toss to coat. Transfer to plates, drizzling any sauce from pot over ravioli. Top with fried shallots and pine nuts; serve immediately.
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