Preheat a medium cooking pan over medium heat. Add a tablespoon of oil and minced onion. Saute until onion is translucent.
Add ground beef to the pan and break it up as much as possible. Season with some salt and pepper, cover and cook until meat starts to brown. Stir well and make sure to keep breaking up all the meat clumps as it cooks. Drain off all the juices and place cooked meat into a mixing bowl.
Break up cheese and add it to the bowl. Mix until all the cheese is melted and evenly incorporated. Stir in pickles.
Heat up oil to about 350°F degrees as you roll the egg rolls.
Gently whisk egg while and set it close to you.
To roll the egg rolls: place egg roll wrapper on a diamond. Spread about 2 tablespoons of cheeseburger filling in a line, leaving about an inch on each side. Gently and carefully, fold the corner that's closest to you over the cheeseburger mixture, and tuck under the filling. Fold both side corners toward center of wrapper, it will start to look like an open envelope. Dip your fingers in egg white and run it along the edges of the wrapper to seal better. Carefully roll up the egg roll.
Fry egg rolls in batches until golden brown, turning once the bottom side turns golden.
Whisk all ingredients for the sauce until completely incorporated. Serve with egg rolls.
Video
Notes
Don't wrap egg rolls ahead of time: You can make the filling ahead of time and store it in an airtight container in the refrigerator for a couple of days. Don’t wrap the egg rolls ahead of time! The egg roll wrappers are not meant to be out in the air and even covered they will not last. They will dry out and start to crack on the outside, while becoming soggy on the inside.
Eggless option: If you cannot use egg white to seal the egg rolls, you can use a cornstarch slurry. Mix 2 teaspoons with 1/4 cup of cold water and you can use that instead of egg white. Do note that sometimes egg roll wrappers have egg in them. So make sure to use eggless egg roll wrappers.
To air fry the egg rolls: Simply place them into the basket of your air fryer in a single layer, making sure there’s a little bit of space between each of them. Air fry the egg rolls at 390°F for approximately 9-11 minutes, turning half way through. (Preferred method for crispier egg rolls over baking!)
To bake: Place the egg rolls on a parchment paper covered baking sheet in one even layer and make sure to leave space between each egg roll. Preheat the oven to 425°F and bake for about 15 minutes, until they are deep golden brown. (Note that the texture will be less crispy (and little chewier) with the air frying method and even less crispy after baking.)