Start by browning the ground beef in a skillet over medium heat until no pink remains. Drain excess fat, then return to heat and stir in onion soup mix, Worcestershire sauce, and Dijon mustard. The mixture should smell rich, savory, and slightly tangy.
Remove the skillet from heat and fold in mayonnaise and shredded cheddar cheese. Stir until the cheese melts slightly and combines with the beef, creating a creamy, gooey filling.
Lay out an egg roll wrapper and place about 2–3 tablespoons of the beef mixture in the center. Fold in the sides, then roll tightly from the bottom up. Seal the edge with a dab of water or beaten egg to prevent leaks during frying.
Heat oil in a frying pan or deep fryer to 350°F (175°C). Fry each egg roll for 2–3 minutes per side, or until golden brown and crispy. Use tongs to remove them and let them drain on paper towels.
While the egg rolls are frying, whisk together mayonnaise, ketchup, yellow mustard, and optional sriracha in a small bowl. Adjust the spice level to your preference.
Serve the egg rolls hot with the fry sauce on the side for dipping. The crispy exterior with creamy, cheesy filling is best enjoyed fresh.