Heat 2 inches of oil in a heavy bottomed pot or deep fryer to 375 degrees F.
Meanwhile whisk together the pumpkin puree, 1/4 cup sugar, 1 tsp vanilla and 1 tsp pumpkin pie spice in a small bowl until smooth. Transfer mixture to a zip close bag and set aside.
In another small bowl whisk together cream cheese, lemon zest, juice and 3 tbsp sugar until smooth. Transfer mixture to a zip close bag.
Snip the corner off of the bag with the cheesecake mixture and squeeze a strip of the cheesecake in the center of an egg roll wrapper. Snip a corner off of the bag with the pumpkin mixture and squeeze a strip next to the cheesecake strip. Brush all the edges of the egg roll wrapper with water and fold up the egg roll, sealing it, to prevent any mixture from coming out in the fryer. Repeat with the remaining filling and wrappers.
Fry the egg rolls for 2 to 3 minutes or until golden brown. Remove from oil and roll around in the cinnamon sugar if desired. Let cool for at least 10 minutes before topping with whip cream (if desired) and enjoying!
If you have any leftover pumpkin pie, you can use 1 to 2 tablespoons of the filling mixture in place of the pumpkin mixture used in this recipe.