Cook the bacon in a skillet over medium heat until crispy and browned, about 7-10 minutes. Drain on a paper towel and crumble., In a mixing bowl, combine softened cream cheese, jalapenos, shredded cheddar cheese, and crumbled bacon. Mix until creamy and well combined., Lay out egg roll wrappers on a clean surface. Keep a small bowl of water nearby., Place a spoonful of the filling mixture in the center of an egg roll wrapper. Be careful not to overfill., Moisten the edges of the wrapper with water, fold the bottom corner over the filling, fold in the sides, and roll tightly, sealing the top corner., Heat enough oil in a frying pan or wok to submerge the egg rolls halfway. Heat to around 350°F (175°C)., Carefully place a few egg rolls in the hot oil and fry until golden brown and crispy, about 4-5 minutes on each side., Remove the egg rolls from the oil and drain on a plate lined with paper towels., For a healthier option, preheat the oven to 400°F (200°C), place assembled egg rolls on a parchment-lined baking sheet, spray lightly with oil, and bake for about 20 minutes, flipping halfway.