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Heat olive oil in a skillet over medium heat.
Add Andouille sausage and cook for 2–3 minutes until browned.
Add bell pepper, onion, and garlic; cook until softened, about 5 minutes.
Stir in shrimp, Cajun seasoning, cayenne (if using), salt, and pepper.
Cook until shrimp is just opaque, about 2–3 minutes. Remove from heat and cool slightly.
Add Cheese:
6. Mix shredded pepper jack cheese into the cooled filling.
Assemble Egg Rolls:
7. Lay out an egg roll wrapper.
8. Spoon about 2 tablespoons of filling onto the center.
9. Fold sides in, roll tightly, and seal edges with beaten egg.
10. Repeat with remaining wrappers.
Fry Egg Rolls:
11. Heat oil to 350°F (175°C) in a deep fryer or large pot.
12. Fry egg rolls in batches until golden and crispy, about 3–4 minutes per side.
13. Drain on paper towels.
Make Dipping Sauce:
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