In a mixing bowl, combine the cheddar cheese and bacon bits, stirring well. In another bowl, blend the softened cream cheese with the diced jalapeños and seasonings until smooth and creamy.

Lay an egg roll wrapper on a clean surface in a diamond shape. Add about 1 tablespoon each of the cheddar-bacon mixture and the cream cheese mixture to the center. Moisten the edges with water to help seal, fold the bottom corner, tuck in the sides, and roll tightly.

Heat vegetable oil in a deep frying pan to 350°F (175°C). Test with a small piece of wrapper to check if it sizzles.

Carefully fry a few egg rolls, cooking for 2-3 minutes on each side until golden brown. Use a slotted spoon to lift out and drain on paper towels.

Transfer the fried egg rolls to a serving platter and serve hot with your favorite dipping sauces.