I am making momos at home and want to store them too
The first recipe I found online says steam, then cool, then fry. What they don't say - and I think they should - is that they should be cooled without touching each other (and in fact touching as little as possible). I'd cool them on a rack but you might be able to use paper towel (it might stick). 

If you're storing them for a little while after that and want to pack them together, a dusting of flour after they're cool should help. They should be dry to the touch by this point but the dough will still be a little sticky. Alternatively you could possibly brush them with oil before storage.