Cook the filling. In a large skillet, heat the vegetable oil over medium high heat. When it gets hot, add the cabbage and shredded carrots to the skillet. You’ll need to stir it frequently as it softens. It should take about 7-10 minutes for it to soften up. Once the cabbage and carrots are tender, add the green onions, soy sauce, sugar, toasted sesame oil, five spice powder, and cooked shrimp to the skillet. Remove the skillet from the heat and stir everything together until it is well combined.
Roll the egg rolls. Once the filling has cooled enough to touch, you can get filling your egg rolls. Follow the steps in the section “How to Roll an Egg Roll”. Once they are all rolled, preheat your air fryer for 5 minutes at 390 degrees.
Cook. Once the rolls are ready lightly brush each roll with a very thin layer of peanut oil. If you have an oil sprayer you can fill it with peanut oil and spray the eggrolls. Make sure to use a very light layer of oil on each side. Place the rolls in the pre-heated fryer basket so that there is a bit of room between each. Cook at 390 degrees F for 5 minutes then stop and flip over and continue to cook for 5 minutes more.