Place the chicken in a large bowl and season it with salt and pepper.
Stir together the chive cream cheese and Frank's Red Hot sauce until they are combined.
Add the cream cheese and sauce mixture, shredded cheddar cheese and chopped green onions to the chicken. Stir with a spatula until it is completely mixed together.
Use a small cookie scoop to place two small scoops of the buffalo chicken filling into the center of each egg roll wrapper. Fold according to instructions: bring bottom corner up to center, fold in sides, then roll tightly to the top corner.
Brush each egg roll lightly with vegetable oil. Place the egg rolls in a single layer in the basket of your air fryer. Air fry the egg rolls at 350 degrees F for 5 minutes. Use tongs to flip the egg rolls. Continue to air fry at 350 degrees F for an additional 5 minutes, or until they are nicely browned.
Serve the egg rolls with celery and blue cheese or Ranch dressing.