Lay the egg roll wrappers flat. Lay a piece of the thinly sliced cheese on top of the egg roll wrapper. From the corner of the wrapper, take your cheese stick and roll towards opposite corner tightly and cut off the extra material of the wrapper on the ends.
Heat your skillet with oil to medium/high heat.
Let each wrapper fry on each side for 30-45 seconds or until brown. You can put more than one stick in at a time.