Cook the filling: In a medium skillet over medium-high heat, cook and crumble the ground beef and diced onion. Continue cooking until the beef is no longer pink, which usually takes about 10 minutes. Drain any excess fat from the pan and return the skillet to the heat.

Season the mixture: Add the grated cheddar cheese, diced pickles, Dijon mustard, and Worcestershire sauce to the beef. Stir the mixture constantly until the cheese is fully melted and the ingredients are well combined. Remove from heat and let it cool slightly.

Assemble the egg rolls: Lay one wrapper flat on a clean surface in a diamond shape. Place 3 to 4 spoonfuls of the meat mixture toward the bottom corner of the wrapper. Fold the bottom corner up over the filling, then tuck in the left and right sides. Roll the wrapper tightly toward the top corner.

Seal the edges: Dip your finger in the bowl of water and brush a few dots at the top point of the wrapper. Finish rolling to seal the egg roll shut. Repeat this process for all remaining wrappers and filling.

Fry until golden: Fill a deep frying pan with about 1/2 inch of vegetable oil and heat it to 325 degrees Fahrenheit. Fry the egg rolls in small batches to avoid crowding the pan. Cook for 2 to 3 minutes on each side until they are crispy and golden brown.

Drain and serve: Use tongs to remove the rolls from the oil and place them on a wire rack or a plate lined with paper towels to drain excess oil. Serve hot with your favorite dipping sauce.