In the bowl of an electric mixer fitted with the whip attachment, combine the cream cheese, sugar, lemon juice and vanilla extract. Mix well on medium speed for 2 minutes to combine. Remove cheesecake filling to a pastry bag or to a zip top bag with a corner snipped.
Stir the jam well in its jar so that it loosens and can easily be scooped with a spoon.
Lay an egg roll wrapper with a pointed end toward you; in the center, pipe on approximately 2 tablespoons cream cheese mixture. Top with one tablespoon of jam. Use a pastry brush to coat the edges of the egg roll wrapper with egg wash. Fold bottom corner over filling, roll snugly half-way to cover filling. Fold in both sides snugly against the filling. Roll wrap up, making sure the top corner is well-sealed with the egg wash. Spray egg rolls with olive oil cooking spray on both sides.
Preheat air fryer to 370°F for 10 minutes. Allow the egg rolls to stand at room temperature while the fryer heats.
Place 4-5 egg rolls in the hot fryer basket. Fry for 5-7 minutes, or until the egg rolls are golden brown on top. Just like regular frying, you can count on at least one egg roll breaking and releasing filling during cooking. Clean up is easy using a paper towel to wipe out the basket (just be careful if it’s still hot!).
Remove rolls from the basket and let cool. Repeat frying until all of the egg rolls are cooked. Lightly brush golden tops of egg rolls with melted butter. Combine sugar and cinnamon in a small bowl and sprinkle over egg rolls. Serve warm or at room temperature. Store leftover s in the refrigerator.
Pan frying option: Fill a large skillet one-quarter of the way up with cooking oil (I prefer light olive oil). Heat on medium-high until a thermometer reads 350°F. Place a few egg rolls flap-side-down, and cook turning occasionally until golden (about 2-3 minutes). Drain on paper towels. Proceed with butter and cinnamon sugar as directed.
Keyword air fryer, cheesecake filling, dessert egg rolls