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Make the dipping sauce: In a small bowl, mix together the mayonnaise, ketchup, Worcestershire sauce, smoked paprika, black pepper, and garlic powder. Cover and chill in the refrigerator while you prepare the egg rolls.
Make the egg roll filling: Heat olive oil in a medium skillet over medium heat. Add ground beef and diced onions, cooking until the beef is no longer pink and the onions are soft (about 10 minutes).
Stir in salt, pepper, garlic powder, Worcestershire sauce, ketchup, pickles, bacon crumbles, and cheese. Stir until well combined and the cheese has melted. Simmer for about 3 minutes until the filling thickens. Remove from heat.
Prepare the egg rolls: Preheat the air fryer to 380°F (190°C) and set the timer for 10 minutes. Lay an egg roll wrapper flat, brush the outer edges with water, and add 2 tablespoons of the beef mixture to the center of the wrapper.
Fold the bottom corner of the wrapper over the filling, then fold the left and right edges inward, and roll up the egg roll tightly.
Brush the outside of each egg roll with olive oil.
Place the egg rolls in the air fryer basket in a single layer and air fry for 8-10 minutes, flipping halfway through, until golden brown and crispy.
Remove from the air fryer, let cool slightly, and serve with the chilled dipping sauce.
Serving and storage tips:
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