In a skillet, heat 1 tablespoon of oil over medium heat and sauté the mushrooms, water chestnuts, and ginger for about 2-3 minutes.
Add the beans sprouts, carrot, scallion, soy sauce, and five-spice powder and sauté for about 1 minute.
Stir in the shrimp and remove from heat. Set aside to cool.
Arrange the spring rolls onto a smooth surface.
Divide the veggie mixture evenly between spring rolls.
Roll the wrappers around the filling and seal with beaten egg.
Coat each roll with some of remaining oil.
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 390 °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 5 minutes.
After cooking time is finished, remove the rolls from Air Fryer and serve.