Cook bacon in a large skillet over medium-high heat, turning occasionally, until evenly browned and crispy, about 10 minutes. Drain bacon on paper towels and reserve drippings in the skillet. Crumble up bacon once cook enough to handle.
Return skillet to medium heat and whisk in flour. Cook, stirring constantly, for 1 minute. Whisk in 1 cup milk and bring to a simmer. If needed, add up to ¼ cup more milk. Season with salt, pepper and tabasco sauce. Simmer for 2 minutes and set sauce aside.
Heat butter in a small nonstick skillet over medium heat. Add eggs and cook, stirring constantly until creamy and lightly scrambled. Stir in 3 tablespoons of the reserved bacon gravy and season eggs with salt and pepper. Cook until just barely set and remove from heat.
Preheat an air fryer to 375 degrees F (190 degrees C).
Place egg roll wrappers on a work surface in a diamond shape. Divide cheese and eggs evenly among the wrappers towards the bottom half. Top with crumbled bacon. Use a finger or small brush to brush water along the edges of the wrapper. Tuck the sides in over the filling and roll to secure.
Brush rolls generously with oil until evenly coated.
Air fry the rolls until browned and crispy, about 8 minutes, flipping halfway through.
