In a large saucepan, saute onion and garlic in oil. Add the tomatoes, tomato paste, water, sugar, salt and bay leaf. Bring to a boil. Reduce heat; simmer, uncovered, for 20-30 minutes or until thickened.
Meanwhile, place an egg roll wrapper on a work surface with a point facing you. Place a piece of cheese near the bottom corner. Fold bottom corner of wrapper over cheese; roll up just until cheese is enclosed. Fold sides of wrapper over top. Using a pastry brush, wet the top corner with water. Roll up tightly to seal, forming a tube. Repeat.
In an electric skillet or deep-fat fryer, heat oil to 375°. Fry mozzarella sticks, a few at a time, for 1 minute or until golden brown, turning occasionally. Discard bay leaf from marinara sauce. Serve with the mozzarella sticks. Yield: 2 dozen (3 cups sauce).