In a medium bowl, beat the softened cream cheese until smooth. Stir in the shredded cheddar, chopped bacon, diced jalapeños, minced garlic, smoked paprika, salt, and pepper. Taste a tiny bit and adjust heat/salt if you like.

Lay an egg roll wrapper on a flat surface in a diamond position (one corner pointing at you). Keep a small bowl with the egg wash nearby to seal the wrappers.

Spoon about 1 tablespoon of the cheese mixture near the corner closest to you. Fold the corner over the filling, fold in the two side corners snugly, then roll away from you until almost closed. Brush the far corner with egg wash and seal to form a tight log.

Repeat until all filling is used.

For frying: Heat 1–1.5 inches of vegetable oil in a large pan to 350°F (175°C). Carefully add egg rolls in batches, turning as needed, until golden brown — about 2–3 minutes. Transfer to a paper towel–lined plate.

For air fryer: Preheat to 375°F (190°C). Spray egg rolls lightly with oil and place in a single layer (work in batches). Cook 6–8 minutes, turning halfway, until golden and crisp.

Serve these hot, when the cheese is melty and the wrapper is crisp, with your favorite dipping sauces.