You can use pie filling for this and skip the next few steps. For homemade -Peel and dice apples. Heat a medium saucepan to medium heat and add butter and apples. Cook until butter is melted and the apples begin to soften about 3-4 minutes.
Add in brown sugar and cinnamon, and stir to combine. Cook until mixture bubbles and starts to thicken, about 5 minutes. Remove the apple pie mixture from the heat and store it in the refrigerator for about 4 hours.
Spoon the apple pie mixture into an egg roll wrapper, just enough to fill the middle. Using your fingers or a basting brush, add water to all of the edges of the wrapper. Start from the bottom corner and fold it into the middle, then fold the left corner into the middle, then the top corner into the middle, and finally the right corner.
Spray the top of the egg rolls in the air fryer with oil cooking spray and cook at 380 degrees F for about 5-7 minutes or until golden brown. Allow them to cool before enjoying them.