Once the peaches are cooled, begin making the egg rolls.
Crack the egg into a small bowl and beat it with a fork. Set aside.
Lay an egg roll wrapper in a diamond shape on a cutting board, with one corner pointing towards you and one corner pointed away. About ⅓ of the way up the wrapper, place about 2 tablespoons of the peach mixture (or more) in a horizontal line, leaving about ½” on the right and left sides.
Fold up the bottom corner to cover the filling and roll once. Wrap in the two side corners of the egg roll wraps, then continue wrapping until you get to the final, far corner. Wet it with a bit of the beaten egg to hold it in place, then stick the final corner to the egg roll (see photos for clearer explanation).
Step 3: Fry the Egg Rolls
Heat about 2” of oil over medium-high heat until it’s hot enough that when you add an egg roll, it begins to bubble immediately (about 300 degrees Fahrenheit).
Deep fry the egg rolls in batches in the hot oil. Cook them about 4 at a time, turning them so that they cook evenly.
When they are golden brown and the wrapper has bubbled, remove them from oil and let them rest on a paper towel-lined plate to remove excess oil.
Step 4: Make the Homemade Vanilla Icing
Once the egg rolls are cooked, combine the powdered sugar, vanilla, and milk together in a separate bowl to make the dipping sauce.
Dip the warm Peach Cobbler egg rolls in the dipping sauce and enjoy!
Making Ahead
If you are going to be making your Peach Cobbler Egg Rolls ahead of time, I recommend going as far as assembling them and then stopping just before it’s time to cook.
At this point, you can store the uncooked egg rolls, each wrapped in their own individual plastic wrap, in the fridge for 2 days.
Alternatively, you can layer some parchment paper on a sheet pan. Then add the egg rolls to the cookie sheet and put them in the freezer until they are frozen solid. Then remove them from the freezer and store them in a large bag. Thaw before cooking.