Heat a skillet over medium heat. Add ground beef and diced onion, cooking until the beef is browned and the onion is soft (about 5–6 minutes). Drain any excess grease.

Add the garlic, ketchup, mustard, Worcestershire sauce, salt, and pepper. Stir well and cook for another minute or two to coat the beef in all the flavors.

Remove from heat and stir in the softened cream cheese until melted and evenly combined. Add the shredded cheddar and optional diced pickles or bacon. Mix until the filling is smooth and cheesy. Let cool slightly before wrapping.

Lay one wrapper on a clean surface with a corner facing you. Add about 2–3 tablespoons of filling to the center. Fold the bottom corner over the filling, then fold in the sides and roll tightly. Seal the edge with a dab of water. Repeat with remaining wrappers.

Lightly spray both sides of the egg rolls with olive oil. Place in a single layer in the air fryer basket (work in batches if needed).

Air fry at 400°F for 8 minutes, flip, spray again, and cook another 4–5 minutes until golden and crisp.

Let cool slightly before serving with the high-protein burger sauce for dipping.