Prepare the Filling: In a medium bowl, combine the diced Granny Smith apples with lemon juice, cinnamon, sugar, cornstarch, and vanilla extract. Mix well to ensure the apples are evenly coated with the spice mixture.
Wrap the Rolls: Lay an egg roll wrapper flat on a clean surface. Spoon approximately 2 tablespoons of the apple mixture onto the center of the wrapper. Fold the bottom corner over the filling, then fold in the sides and roll tightly, sealing the edge with a bit of water. Repeat with the remaining wrappers and filling.
Fry to Perfection: Heat vegetable oil in a deep fryer or large skillet to 350°F (175°C). Fry the egg rolls in batches until golden brown and crispy, about 2-3 minutes per side. Drain on paper towels to remove excess oil.
Serve and Enjoy: Serve the apple pie egg rolls hot, with a side of whipped cream or caramel sauce for dipping if desired.