01 - In a mixing bowl, combine the softened cream cheese, granulated sugar, vanilla extract, egg yolk, and salt. Beat with an electric mixer or whisk until the mixture is completely smooth and creamy with no lumps remaining.
02 - Lay one egg roll wrapper flat on a clean work surface with one corner pointing toward you. Place approximately 1 1/2 tablespoons of the cheesecake filling in the center of the wrapper.
03 - Fold the bottom corner up and over the filling. Fold in both side corners toward the center, then continue rolling tightly away from you. Dab a small amount of water along the top corner to seal the edge securely. Repeat with remaining wrappers and filling.
04 - Pour vegetable oil into a deep pan or heavy-bottomed pot to a depth of 2 inches. Heat over medium-high heat until the oil reaches 350°F. Use a thermometer to monitor the temperature for consistent results.
05 - Carefully lower the egg rolls into the hot oil in batches of 3 to 4, turning occasionally, until golden brown and crispy on all sides, about 2 to 3 minutes per batch. Remove with a slotted spoon and transfer to a paper towel-lined plate to drain excess oil.
06 - Dust the warm egg rolls generously with powdered sugar. Serve immediately with chocolate sauce or strawberry sauce on the side for dipping.