In a medium mixing bowl, beat the softened cream cheese, powdered sugar, and vanilla extract until smooth and well combined.
Gently fold the finely diced strawberries into the cream cheese mixture using a spatula.
Lay an egg roll wrapper on a flat surface in a diamond orientation. Place approximately 2 tablespoons of filling in the center.
Fold the bottom corner over the filling, fold in the side corners, and roll tightly toward the top corner. Brush the top edge with beaten egg to seal securely.
Heat 2 inches of vegetable oil in a heavy-bottomed skillet or deep fryer to 350°F (175°C).
In a separate shallow dish, mix the crushed vanilla cookies and strawberry gelatin powder until evenly blended.
Fry the rolls in batches for 2 to 3 minutes, turning occasionally, until the exterior is golden brown and crispy.
Remove the rolls from the oil and drain briefly on paper towels.
While still hot, lightly brush each roll with melted butter and immediately roll in the strawberry cookie mixture to coat thoroughly.
Serve warm with optional whipped cream or strawberry sauce.