Gather all ingredients and allow the cream cheese to soften at room temperature.
Beat the cream cheese, sugar, and vanilla until smooth and creamy.
Lay one egg roll wrapper in a diamond shape and brush the edges with beaten egg.
Spoon about 2 tablespoons of cheesecake filling onto the lower third of the wrapper.
Fold the bottom corner over the filling, fold in both sides, then roll tightly and seal.
Heat vegetable oil to 350°F (175°C).
Fry 3–4 egg rolls at a time for 3–4 minutes, turning occasionally until golden brown.
Transfer to a wire rack or paper towels and let drain for 2–3 minutes.
Roll the warm egg rolls in cinnamon sugar.
Serve warm with your favorite toppings or dipping sauces.
