We used a plain oil as our party had some allergies to consider. Sesame oil or chilli oil would perhaps be rather nice for this.
Excellent basic recipe for wonton pancakes, suitable also for e.g. wrapping and deep frying spring / pancake rolls. As Cally mentions, sesame oil is very good, and is actually preferable, allergies permitting. Perhaps worth reiterating is that pancakes should be cooked on a DRY pan. I also found that there's no actual need to steam the pancakes after pan cooking - they're just fine as they are. - 04 Sep 2017