Heat skillet over medium-high and cook ground beef until browned; drain excess grease and season with salt and pepper.
Remove beef from heat and let cool slightly before mixing in cheddar, pickles, onion, ketchup, mustard, and mayonnaise.
Lay egg roll wrapper in diamond shape, spoon 2–3 tablespoons filling in center.
Fold bottom corner over filling, fold in sides, and roll tightly upward.
Brush top corner with beaten egg to seal securely.
Heat oil to 350°F (175°C) in deep pan.
Fry egg rolls 2–3 minutes per side until golden brown and crispy.
Remove and drain on paper towels.
Let rest 3–5 minutes before serving.