In a mixing bowl, combine the softened cream cheese, powdered sugar, and vanilla extract. Mix until smooth and creamy.
Add the cherry pie filling and lemon juice to the cream cheese mixture, gently folding until combined. Be careful not to overly break the cherries.
Take an egg roll wrapper and place it on a clean, flat surface with one corner facing you. Add about 2 tablespoons of the cheesecake filling mixture near the center of the wrapper.
Fold the bottom corner of the wrapper over the filling, then fold in the sides and roll it up tightly, sealing the top corner with a little water if needed. Repeat this process for all egg roll wrappers.
Preheat your air fryer to 375°F (190°C) for about 5 minutes.
Lightly spray the outside of each egg roll with cooking spray and place them in the air fryer basket in a single layer, ensuring they are not touching.
Cook the egg rolls in the air fryer for 8-10 minutes or until they are golden brown and crispy, flipping them halfway through cooking for even crisping.
Once cooked, remove the egg rolls from the air fryer and let them cool for a couple of minutes. Optionally, sprinkle with cinnamon and serve with additional cherry pie filling on the side.
For an extra touch, dust the finished egg rolls with powdered sugar before serving.