In a skillet over medium heat, cook the ground beef and onions until the meat is browned and the onions are soft. Drain excess fat.
Stir in pickles, mustard, ketchup, salt, and pepper. Cook for another 2–3 minutes until well combined. Remove from heat and let cool slightly.
Mix in shredded Cheddar cheese.
Place about 2 tablespoons of the beef mixture onto each egg roll wrapper. Fold and roll tightly, sealing the edges with a dab of water.
Heat oil in a deep fryer or heavy skillet to 375°F (190°C). Fry egg rolls in batches until golden brown and crispy, about 3–5 minutes.
Drain on paper towels and serve hot with your favorite dipping sauce.