In a large bowl, combine first 9 ingredients. Mix well to combine.
Fill each spring roll wrapper with 1 tbsp of filling. Roll and seal edges with a dab of water.
Preheat air fryer at 375F for 5 minutes.
Cook in two to three batches to ensure each piece crisps up and is cooked through.
Arrange lumpiang shanghai in a single layer with each piece about 1/2 inch apart.
Lightly brush each one with oil.
Cook at 375F for 10 minutes.
Serve with sauce of your choice.