1. Cook bacon in a skillet until crisp; transfer to paper towels, cool, and chop. Drain almost all bacon fat.

2. Add ground beef and diced onion to the skillet. Cook over medium heat, breaking beef into small crumbles, until the ground beef reaches 160°F (71°C) on a food thermometer, about 7–10 minutes. Drain thoroughly. Stir in Worcestershire sauce, mustard, garlic powder, smoked paprika, salt, and pepper.

3. Transfer the beef to a bowl; cool until no longer hot. Fold in softened cream cheese, shredded cheddar, chopped bacon, jalapeños, and well-drained diced pickles. Refrigerate the mixture for about 15 minutes, until cool enough to fill wrappers without making them soggy.

4. Place one egg roll wrapper in a diamond shape on a dry board. Spoon roughly 3 level tablespoons of filling across the lower third, keeping a 1-inch margin along the edges. Fold the bottom corner over filling, fold the sides tightly inward, and roll firmly. Wet the final corner with water and press to seal. Repeat for 16 rolls; keep unused wrappers covered with a barely damp towel.

5. Stir together mayonnaise, ketchup, mustard, pickle juice, and optional hot sauce in a small bowl. Refrigerate the dipping sauce until serving.

6. Add neutral oil to a deep heavy pot to a depth of about 2 inches, never filling more than halfway. Attach a frying thermometer, heat over medium to 350°F (175°C), and keep the cooking area clear and dry.

7. Carefully lower 3–4 egg rolls into the hot oil, seam side down, without crowding. Fry for about 3–5 minutes total, turning as needed, until the wrappers are evenly golden brown and crisp. Maintain approximately 350°F between batches.

8. Lift egg rolls out with a spider or tongs onto a wire rack set over a baking sheet. Rest for 2–3 minutes; the filling will be very hot. Repeat with the remaining rolls and serve warm with the chilled burger sauce.