1Cook beef roast as directed on package; drain, cool and shred. Reserve au jus for a later use.
2In 12-inch skillet, heat 1 tablespoon oil over medium-high heat. Cook mushrooms, onion and bell pepper in oil 8 minutes, stirring occasionally, until tender. Remove from heat. Stir in shredded beef. Cool to room temperature.
3In 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.
4Fry egg rolls, a few at a time, in oil 3 to 5 minutes, turning once, until golden brown. Drain on paper towels. Serve warm.