In a mixing bowl, combine softened cream cheese, shredded sharp cheddar cheese, finely chopped jalapeños, and crispy bacon bits. Mix thoroughly using a spatula until the mixture is creamy and all ingredients are evenly distributed.

Cover the bowl with plastic wrap and place the filling in the refrigerator for about 30 minutes.

Lay an egg roll wrapper on a clean surface, spoon a generous dollop of the chilled filling onto the center, fold the corner over, wet the edges to seal, and roll up carefully.

Preheat your air fryer to 350°F (175°C). Lightly brush the outside of each wrapped egg roll with oil and cook for 10-12 minutes.

Serve the crispy jalapeno popper egg rolls hot with your favorite dipping sauces.