6. Pan fry, deep fry, or pop them into the air fryer for about 4 to 5 minutes. For pan frying, add 1 cup of vegetable oil to the pan (or more depending on the pan size) so that half of your egg roll is submerged in the oil. Let the oil heat up and add 3-4 egg rolls to begin frying for about 2 minutes per side. Alter the time for your desired level of doneness.