Lay out a few wonton wrappers on a plate or cutting board, keep remaining wonton wrappers covered with a damp paper towel while working. Brush around the edge of each wonton wrapper with the beaten egg.

Place ½ teaspoon pizza sauce in the middle of the wonton wrapper, toward the bottom. Top the sauce with a teaspoon each mozzarella and pepperoni. Fold up the bottom corner up over the filling and roll it forward. Tuck in the corners on the sides and continue to roll and tuck like you would a burrito or egg roll. Press the edges gently to make sure it’s sealed shut. Place assembled pizza rolls on a plate or sheet tray, brush all sides generously with canola oil, or spray with non-stick cooking spray.

Arrange a few pizza rolls in the basket of your air fryer, using a parchment paper air fryer liner if you’d like to. Air fry at 375℉ for 3-5 minutes, flip and air fry for an additional 3 minutes. Check the rolls often, once cheese begins to come out you can remove them. *If you’d like them crispier, and the cheese has not begun to come out of the rolls yet, you can air fry the rolls for a couple minutes at 425℉ instead after flipping them.