How to Make It
Finely grate the zest of 1/2 lemon. Peel all of the lemons, removing the skin and white pith. Working over a large nonreactive saucepan to catch the juice, cut in between the membranes to release the sections. Squeeze the juice from the membranes into the pan. There should be 2 tablespoons of juice. Finely chop the lemon sections and add to the pan. Sprinkle the gelatin over the lemon mixture and let stand until jellied, about 3 minutes.
Set the saucepan over low heat and swirl the pan a few times until the mixture is barely hot and the gelatin has melted, 40 to 50 seconds. Pour the mixture into a shallow glass baking dish, stir in the olive oil and sugar and season with salt and a pinch of cayenne. Refrigerate until very firm, about 2 hours.
Scrape the gelatin onto a cutting board and finely chop. Lay 4 wonton wrappers on a work surface and moisten the edges with water. Mound 1 teaspoon of the lemon gelatin just below the center of each wrapper. Bring 2 opposite corners together over the filling to form a triangle. Press all around the filling to release any air pockets and seal the dumplings. Moisten the opposite tips, bring them together and press to seal. Repeat with the remaining wrappers and gelatin.