Whisk eggs in a large skillet over medium heat. Season with salt and pepper. Cook, stirring often, until eggs are just cooked through. Add ham and cook for an additional 1-2 minutes. Stir in cheese and remove from heat.
Scoop about 1/3 cup (or 1/16th) of egg mixture onto an egg roll wrapper. Fold bottom corner up over filling, then fold side corners in (like an envelope), and roll it up (see photos in blog post or back of package for visual instructions). Dab a bit of water on the top corner before rolling all the way to help it stick. Repeat for each egg roll.
Spray air fryer basket with oil spray. Place 4-7 egg rolls in the basket, however many your air fryer can fit without them touching, seam-side down. Spray egg rolls with oil spray. Air fry at 400°F for 6-8 minutes, until golden and crispy on the outside.
Oven Instructions: Preheat oven to 425°F. Spray baking sheet with oil spray. Place egg rolls on baking sheet. Spray egg rolls with oil spray. Bake for 12-15 minutes, until golden and crispy on the outside.