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Gyoza is one of my favorite bento foods.  They pack a lot of flavor into a small package, especially with a little container of dipping sauce.  There are many varieties of ready-made gyoza available online – I've found them at my local groceries (Harris Teeter, Safeway), gourmet food stores (Whole Foods, Trader Joe's), and Asian markets.  The only downside to buying gyoza is that they usually have extra preservatives and ingredients that you don't really need.  The solution?  Make your own!

Homemade gyoza is very easy to make.  You just need to make some filling, get a pack of gyoza skins (or similar dumpling wrappers), and you're in business!  Below are instructions showing how I make gyoza and also how I prefer to cook them.

(Click pictures to enlarge)

The raw ingredients.  I made a vegetarian filling of green cabbage, carrots, leeks, tofu, spinach, cilantro, and ginger.  I wok-fried everything and seasoned it to taste with some salt, sugar, sake, and toasted sesame oil. 
My workspace ready to go: the cooked filling in a colander to drain out any excess liquid, a small bowl of water, gyoza dumpling skins, and a damp paper towel to wipe off excessive buildup of flour on my fingers.
Place filling into the center of the gyoza skin.  Keep the filling as centered on the skin as possible and the edges clean.  You want enough filling to fill out the skin, but don't overstuff – you'll figure out through practice how much filling is perfect.
[wetting edge of gyoza skin]
Wet the edge of the gyoza skin all the way around.  If there is any stray filling on the edges, move it back to the center of the skin.
[folding gyoza skin in half]
Fold the skin in half, but pinch it only in the center.  I wedge my index finger in between to keep the sides from sticking together before I am ready.
[begin pleating gyoza]
Begin forming pleats on one side only.  I go from the center out to one side, and then go back to the center and pleat out to the other edge.
[continuing to pleat gyoza]
I wedge my index finger between the sides of the skin to keep the edges separate as I pleat on one side.  The gyoza naturally will curve as you're working.
[forming flat bottom]
Once you're done pleating, place the gyoza on a flat surface to flatten the bottom of the dumpling.  You also can press on the pleats to tighten up the seal you've created at this point.
[unpleated side of gyoza]
A view of the backside of a completed dumpling, which is smooth.  You can also see the curve of the dumpling, which is formed by the one-sided pleating.
[formed gyoza ready to freeze]
If you're not eating the gyoza right away, freeze them in a single layer on a flat sheet.  Once they are fully frozen, you can put the dumplings into freezer baggies.

I like to cook my gyoza by pan-frying them, followed by steaming.  This method gives a nice chewy texture to the bottom, and the steaming cooks the rest of the dumpling.  The recipe above uses a filling that is already cooked, but this cooking method works for dumplings with uncooked filling as well.  You also can cook the dumplings straight from the freezer – no thawing time needed!

Preheat a nonstick frying pan (that has a tight-fitting lid) over medium heat.  Add a small amount of cooking oil (I use a canola/soy/olive blend).
Add the gyoza straight from a freezer in a single layer.
Cook them until the bottoms are nice and browned.  The degree of browning is up to you.  At this point, the top of the dumpling is still cold and virtually frozen.
Add about 1/4"-1/3" of water to the pan - a great billow of steam will escape. 
Quickly cover the frying pan with the lid.  You will be able to hear the water bubbling away.  Cook until the water is absorbed (you'll be able to hear when the water dries up). 
Once the water is absorbed, you're ready to eat!  Sometimes, with uncooked fillings, I will add another layer of water and steam some more just to make sure everything is cooked through.