Heat about 2 inches of olive oil in a deep pot or fryer over medium-high heat until it reaches 375°F (190°C).

In a medium bowl, whisk together the canned pumpkin puree, granulated sugar, pure vanilla extract, and pumpkin pie spice until smooth.

Combine softened cream cheese, finely grated lemon zest, lemon juice, and sugar, mixing until creamy.

Lay an egg roll wrapper diagonally. Pipe a line of cream cheese filling followed by a pumpkin filling.

Brush edges of the egg roll wrapper with water. Fold the bottom corner over the filling tightly and roll up.

Carefully place the sealed egg rolls into the hot oil, seam-side down, frying in batches for 2-3 minutes.

Remove golden egg rolls from the oil and toss in a bowl of cinnamon sugar to coat.

Place fried egg rolls on a wire rack or paper towel to drain excess oil, then serve warm.