In a medium saucepan, over low heat, bring water, cornstarch, sugar, cinnamon and lemon juice to a boil, stirring constantly.
Continue stirring for 3-4 minutes until sauce thickens up.
Once sauce has thickened, add chopped apples, stir and let simmer for 8-10 minutes, stirring occasionally.
In a medium bowl, beat cream cheese until fluffy, about 2-3 minutes.
Add sugar, vanilla and lemon juice. Beat for an additional 2 minutes.
Add 1-2 heaping tablespoon of cream cheese filling in the center of the egg roll wrapper followed by a heaping 1-2 heaping tablespoons of apple cinnamon mixture.
Using your fingers, dip into water and rub water along the edges of the wrapper. This will help seal the egg rolls.
Fold outside edges inward over the filling and then roll the front edge up over the filling and towards the back.
Heat oil in a cast iron skillet or frying pan to 375°.
Place a few egg rolls at a time in pan and fry until golden brown on both sides.
Remove from pan and place on a plate lined with paper towels.
Sprinkle with powdered sugar and enjoy.