Prepare filling: In a large skillet over medium heat, cook ground beef and onion until browned. Drain excess fat.
Add garlic, Worcestershire sauce, salt, and pepper. Stir in ketchup, mustard, pickles, and cheese. Mix until melted and combined. Let cool slightly.
Assemble: Lay out an egg roll wrapper like a diamond. Spoon 2–3 tablespoons of filling in the center. Fold in the sides, then roll up tightly, sealing the edge with beaten egg.
Cooking Options
Frying
Heat 1 inch of oil to 350°F (175°C). Fry 3–4 egg rolls at a time for 2–3 minutes per side, until golden brown. Drain on paper towels.
Baking
Preheat oven to 400°F (200°C). Arrange egg rolls on a parchment-lined sheet. Brush lightly with oil or spray with cooking spray.
Bake 15–18 minutes, turning once, until crisp and golden.
Air Frying
Preheat air fryer to 380°F (193°C). Lightly spray rolls with oil.
Air-fry 8–10 minutes, turning halfway, until golden and crispy.