When I make vegetarian egg rolls I use finely shredded cabbage, mushrooms, onions, a little garlic. Depending on what I have on hand, maybe some shredded carrots, celery. I saute them slightly, just enough to get rid of the excess water they might produce to make the rolls soggy, drain, then wrap and fry. I tend to use bottled sauces for dipping since there are so many on the market these days that are so darned good. Oh, yes, you can put nuts in the roll if you're looking for some protein. Peanuts, cashews, macs, almonds go particularly well in Asian cuisines.