Toast Szechwan peppercorns in a small skillet until fragrant (this takes just a few minutes); let cool; grind in spice grinder or coffee grinder; sift and save powdered peppercorns.
Place chili oil, soy sauce, oyster sauce, sugar, 1/2 teaspoon of the toasted Szechwan peppercorn powder, and sesame oil in a small saucepan and warm just to melt sugar.
Toss with cooked wontons and sprinkle with scallions before serving.