In deep fryer or 4-quart Dutch oven, heat oil to 350°F. Meanwhile, place 1 egg roll skin on work surface with 1 corner facing you. (Cover remaining skins with damp paper towel to prevent drying out.) Brush edges with beaten egg. Top with 1 slice cheese. Spoon 1/2 cup beef filling slightly below center of egg roll skin; fold corner of egg roll skin closest to filling over filling, tucking point under. Fold in and overlap right and left corners. Brush remaining corner again with egg; gently roll egg roll toward remaining corner and press to seal. Place seam side down on plate. Repeat with remaining egg roll skins, beaten egg, cheese and filling.