In a medium bowl, beat cream cheese, sugar, and vanilla until smooth and creamy.
Place an egg roll wrapper on a flat surface with one corner facing you.
Spread about 2 tablespoons of the cream cheese mixture in the center, then top with 1 tablespoon of cherry pie filling.
Fold the bottom corner of the wrapper over the filling, fold in the sides, and roll up tightly. Brush the edge with beaten egg to seal.
Repeat with remaining wrappers and filling.
Heat 2 inches of vegetable oil in a deep skillet or pot to 350°F (175°C).
Fry egg rolls in batches for 2–3 minutes, turning until golden brown and crispy.
Remove with a slotted spoon and drain on paper towels.
Dust with powdered sugar before serving.