Originally Posted by MostlyWater
I don't have a deep fryer, so I can't "properly" fry anything.
"Properly Frying" has nothing to do with any special equipment deep fryer. Properly frying is a matter of technique. All you need is a 5-6 qt pot, a candy/fry thermometer ($5-$10 - or a probe thermometer - although you can use cubes of bread or the handle of a wooden spoon to tell you if your oil is at fry temp) to verify the temp of your oil, and not trying to add too much food to the pot at one time - adding too much food will reduce the temp of the oil to a level that it can not quickly recover.
If you have the oil at the proper temp - and you don't add too much food so that it causes the oil temp to drop too much - the heat from the oil causes the moisture in the food to rapidly expand, which creates outward pressure, this outward water vapor pressure prevents oil from moving into the food. Properly done - the only oil will be on the surface ... not absorbed into the food. Draining will remove a lot of the surface oil.
If you want to "bake" your egg-rolls - I tend to agree with what elaine l said - brush them with oil and "bake" (roast) them.