Prepare the filling. Heat 1 tablespoon of vegetable oil in a medium skillet over medium-low heat. Then, add the diced bell pepper, jalapeño, and garlic. Sauté for 3–5 minutes until the vegetables soften and become fragrant. Next, remove the skillet from heat and stir in the chopped chicken, paprika, salt, cayenne pepper, black pepper, cream cheese, and shredded cheese. Mix until well combined. (I recommend that you taste the filling and add more salt and pepper if needed.)
Fill the tortillas. Lay a tortilla flat and place about 2 tablespoons of the filling in the center. Then, tuck in the ends of the tortilla and roll it tightly like a burrito. Use a dab of water or beaten egg along the edges to seal. Repeat with the remaining tortillas.
Fry the wraps. Pour vegetable or peanut oil into a large skillet at 1–2 inches depth. Then, heat the oil to 375°F (use a kitchen thermometer to monitor the temperature). Next, use tongs to place the wraps seam-side down in the hot oil carefully. Fry in small batches for 1–2 minutes per side until golden brown and crispy. Don’t forget to remove the wraps from the skillet and place them on a plate lined with paper towels to drain excess oil.
Serve. Arrange the wraps over a bed of chopped romaine lettuce and diced tomato. Serve with your favorite dipping sauce, sweet chili or avocado-lime (see notes).