Question about Gyoza.

Hello everyone. I'm kinda new to a WHOLE bunch of Japanese least preparing them, anyway. I noticed in this video... ...that the "sheets" he's using look a lot like won-ton "sheets". I live in Ontario, in a town called Belleville. I'm pretty new to the town, and not sure where I'd fine the proper "sheets" for Gyoza, but I have seen the won-ton ones all over the place at the regular grocery. I'm curious if I could sub the proper "sheet" for the won-ton "sheets"? Would it work? Or just fall apart? :( Also, I was wondering if I could cook them in the oven, instead of steaming them? Or maybe even frying them in a pan (although, I'd prefer the oven) Also, if you could give me some of you favorite recipes of Gyoza, that would get me started :) Thanks for the help Adriana