In a medium bowl, mix softened cream cheese, sugar, and vanilla extract until smooth.
Lay out an egg roll wrapper with a corner facing you. Place 1 tbsp of cheesecake filling in the center, followed by 1 tbsp of cherry pie filling.
Fold the bottom corner over the filling, fold in the sides, and roll up tightly. Seal the edge with beaten egg. Repeat with remaining wrappers.
Preheat air fryer to 375°F (190°C) for 3 minutes.
Lightly spray or brush each roll with cooking spray or melted butter.
Place rolls in the air fryer basket in a single layer (work in batches if needed).
Air fry for 5-6 minutes, flip, and cook another 3-4 minutes until golden and crispy.
Let cool slightly before dusting with powdered sugar and serving.