Place a large skillet over medium heat. Add ground beef and cook for about 5 minutes, until about halfway done. Add onions, steak seasoning, and bacon bits to the beef and cook until onions are soft and beef is browned, about 5 minutes. Remove skillet from heat and stir in cheddar cheese.
Place an egg roll wrapper on a plate. Add about 1/4 cup of cheeseburger mixture to the center of the egg roll.
Starting at one corner of the wrapper, roll the wrapper over the beef and then tuck the corner under the beef. Fold the two sides in (to the left and right of the first rolled side) and seal by dipping your finger in water and tracing it around the edges. Continue rolling the egg roll and seal the edges to complete. Repeat until all egg rolls are prepared.
Coat both sides of the eggrolls with cooking spray and sprinkle with sesame seeds. Place egg rolls in air fryer basket.
Set air fryer to 375 degrees F and cook for 12 minutes. If needed, flip half way through for even browning.
While egg rolls are cooking, prepare burger sauce. Add mayo, ketchup, and mustard to a small bowl and whisk to combine. Serve egg rolls warm with burger sauce for dipping.