Heat a small non-stick skillet over medium heat and cook the sausage for about 5-6minutes, breaking into crumbles.
Drain the grease from skillet.
Stir in the cheeses and scallion and transfer the mixture into a bowl.
Ina small bowl, add the eggs, milk, salt and black pepper and beat until well combined.
In another small skillet, melt the butter over medium heat.
Add the egg mixture and cook for about 2-3 minutes, stirring continuously.
Remove from the heat and stir with the sausage mixture.
Arrange1 egg roll wrapper onto a smooth surface.
Place¼ cup of filling over one corner of a wrapper, just below the center.
Fold the bottom corner over filling.
With wet fingers, moisten the remaining wrapper edges.
Fold side corners toward center over filling.
Roll egg roll up tightly and with your fingers, press at tip to seal.
Repeat with the remaining wrappers and filling.
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 8 minutes.
While cooking, flip the rolls and spray with the cooking spray.
After cooking time is finished, remove the rolls from Air Fryer and serve.