I have been playing around with baking (not frying) egg rolls and have figured out the right oven temp, a filling that doesn't get soggy, and a simple peanut dipping sauce that makes the egg rolls come alive. It looks like there are a lot of ingredients and prep (and that is true), but sometimes I make the filling the night before (or in my spare time), and when it's time to make the egg rolls, it's a quick roll and bake. This recipe is written as if you were making them in one night, and not in stages. Any way you decide to make them, I think you'll enjoy.
I like to make my stir fry sauce first. In medium size bowl, combine first 4 ingredients; oyster sauce through sugar (all available in the International aisle of your grocery store). Whisk to incorporate and set aside. Prep your vegetables and get ready to stir fry.
Pre heat your oven to 400 degrees and prep a baking sheet with foil and mist with cooking spray. Set aside.
In large skillet or wok, on medium heat, add canola oil and add cabbage and onions and coat with the warm canola oil. Sprinkle with a little salt and pepper if you desire. There's plenty of seasoning in this dish, so it's an option, not mandatory. Now add the carrots, ginger, scallions, and the Serano chili. Coat these veggies with the oil and saute until the cabbage seems to be wilting. Add the cooked chicken and the stir fry sauce. Mix well and remove from heat. Let cool before you begin to roll the egg rolls.
To roll the egg rolls: Place one egg roll wrapper on smooth surface (egg roll should be facing you as a diamond shape). Add about 2 T of filling on the lower part of the diamond.
Fold bottom corner over filling and roll half-way up to cover filling. Moisten edges of wrapper with egg wash.
Fold in both sides of wrapper snugly against filling, securing with the egg wash. Roll wrap up and seal top corner. Lay flap side down and place on prepared baking sheet. When all egg rolls are ready, brush top with egg wash and place in oven for 6 minutes.
Flip egg rolls carefully with a spatula and spoon, add a bit more egg wash to the top and bake second side another 6 minutes. If the egg rolls are not crispy looking enough, bake another 2-3 minutes on each side.
While egg rolls are cooking, make the dipping sauce. Whisk all dipping sauce ingredients, pour into small bowl and garnish sauce and finished egg rolls with scallions and cilantro.