In a medium bowl, mix together pumpkin puree, sugar, pumpkin pie spice, cinnamon, salt, vanilla, and softened cream cheese until smooth.
Place about 2 tablespoons of filling diagonally across the center of each egg roll wrapper.
Fold in the sides and roll tightly, sealing the edge with a dab of water.
Heat oil in a deep skillet over medium heat. Fry egg rolls until golden brown and crispy, about 2–3 minutes per side.
Drain on paper towels. Dust with powdered sugar and serve warm with whipped cream if desired.