In a medium bowl, beat the softened cream cheese with a hand mixer or stand mixer until smooth.
Add the powdered sugar, vanilla extract, and lemon juice (if using) and continue to mix until everything is fully combined and the filling is creamy.
Add heavy cream or milk, a little at a time, to reach your desired cheesecake-like consistency. You want it to be thick but spreadable.
2. Assemble the Cheesecake Egg Rolls:
Lay out the egg roll wrappers on a clean surface. Place one wrapper at a time in a diamond shape in front of you.
Spoon about 2 tablespoons of the cheesecake filling into the center of the wrapper.
Fold the bottom corner of the wrapper up over the filling, then fold in the sides. Roll tightly from the bottom to the top, sealing the top edge with a little bit of water to make sure the egg roll stays closed.
3. Fry the Egg Rolls:
In a deep frying pan or skillet, heat about 2 inches of oil over medium-high heat. The oil should be hot but not smoking (around 350°F or 175°C).
Carefully place the cheesecake egg rolls in the hot oil, a few at a time, making sure not to overcrowd the pan. Fry them for 2-3 minutes, or until they are golden brown and crispy on all sides.
Use tongs or a slotted spoon to remove the egg rolls from the oil and place them on a plate lined with paper towels to drain any excess oil.
4. Coat with Cinnamon Sugar:
In a small bowl, mix together sugar and cinnamon.
While the egg rolls are still warm, roll them in the cinnamon-sugar mixture to coat them evenly.
5. Serve:
Serve the Cheesecake Egg Rolls warm with a drizzle of chocolate or caramel sauce, or a dusting of powdered sugar if you prefer.
You can also serve them with a side of fruit compote or whipped cream for extra indulgence.