In a skillet, heat oil over medium heat and sauté the mushrooms, water chestnuts, and ginger for about 2-3 minutes.
Add in the beans sprouts, carrot, scallion, soy sauce, and five-spice powder and sauté for about 1 minute.
Stir in the shrimps and remove from heat. Set aside to cool.
Place 1 egg roll wrapper onto a smooth surface, one corner is towards you.
Place about 1 tablespoon of filling in the bottom half of the wrapper.
Wrap that corner over the filling and turn both sides over the wrapper.
Then roll like a burrito.
Seal the edges with the beaten egg.
Repeat with remaining wrappers and filling.
Coat each roll with the cooking spray evenly.
Grease the Air Fryer Basket with cooking spray and then slide inside.
Adjust the temperature of Air Fryer to 400 °F to preheat for 5 minutes.
After preheating, arrange the rolls into the greased Air Fryer Basket in a single layer.
Slide the basket into Air Fryer and set the time for 12 minutes.
While cooking, flip the rolls once halfway through.
After cooking time is finished, remove the rolls from Air Fryer and serve.