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 in a diamond orientation. 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 the left and right sides inward toward the center. Continue rolling tightly away from you. Dab a small amount of water along the top corner to seal the edge. Repeat with the remaining wrappers and filling.
04 - Pour vegetable oil into a deep pan or heavy-bottomed pot to a depth of about 2 inches. Heat over medium-high heat until the oil reaches 350°F. Use a candy or deep-fry thermometer to monitor the temperature.
05 - Carefully lower the egg rolls into the hot oil in batches of 3 to 4, avoiding overcrowding. Fry for 2 to 3 minutes per batch, turning occasionally, until the wrappers are golden brown and evenly crispy. Remove with a slotted spoon and transfer to a plate lined with paper towels to drain excess oil.
06 - Dust the warm egg rolls generously with powdered sugar. Serve immediately alongside chocolate or strawberry sauce for dipping.