On top of an egg roll wrapper, place three pieces of pepperoni overlapping.
Place a piece of string cheese on top.
Fold corners over cheese. Fold bottom corner over cheese and pepperoni and keep rolling until cheese is tightly sealed. Moisten corners with water to seal. Repeat with rest of wrappers, cheese, and pepperoni.
Heat oil in a skillet to 375 degrees. Fry sticks, a few at a time for 30 - 60 seconds on each side until completely brown. Drain on paper towels. Serve with sauce.