Step 1: In a medium bowl, combine the softened cream cheese, shredded cheddar, shredded Monterey Jack, diced jalapeños, crumbled bacon (if using), cilantro (if using), garlic powder, and black pepper. Mix until well combined.
Step 2: Lay an egg roll wrapper on a clean surface with one corner pointing towards you. Place about 1-2 tablespoons of the filling mixture just below the center of the wrapper.
Step 3: Fold the bottom corner up over the filling. Fold in the left and right corners towards the center, then tightly roll the wrapper upwards, away from you. Moisten the top corner with a little water to seal the egg roll completely.
Step 4: Repeat with the remaining wrappers and filling.
Step 5 (Deep Frying): Heat 2-3 inches of vegetable oil in a large skillet or Dutch oven to 350-375°F (175-190°C). Carefully place a few egg rolls into the hot oil, ensuring not to overcrowd the pan. Fry for 2-3 minutes per side, or until golden brown and crispy. Remove with tongs and place on a wire rack lined with paper towels to drain excess oil.
Step 6 (Air Frying): Preheat your air fryer to 375°F (190°C). Lightly spray the egg rolls with cooking spray. Place a single layer of egg rolls in the air fryer basket. Cook for 10-15 minutes, flipping halfway through, until golden brown and crispy.
Step 7 (Baking): Preheat your oven to 400°F (200°C). Arrange egg rolls on a baking sheet lined with parchment paper. Lightly spray with cooking spray. Bake for 15-20 minutes, flipping halfway through, until golden brown and heated through.
Step 8: Serve the Spicy Jalapeño Popper Egg Rolls hot with your favorite dipping sauces, such as ranch, sweet chili, or a creamy avocado-lime dip.