Let frozen shells thaw to room temp. Melt a small amount of butter in a frying pan add onions and caramelize. Throw in frozen spinach to heat. Add shredded chicken to heat. Add Peggy’s wing sauce. Stir until all is combined.
Unwrap thawed shells. Flour surface to avoid dough sticking. Stretch dough slightly with hands. Put a couple spoonfulls of filling on one half of disc. Put cheddar on that. Fold other half of disc over to create a pocket. Pinch closed with fork.
Heat oil on stove and fry on both sides until golden brown.