1.Dry the clean shrimp with a kitchen towel and season them with salt and pepper.
2.Coat them in cornstarch and fry in hot oil until golden and crunchy.
3.In a mixing bowl, combine all the ingredients for bang bang sauce. Taste and adjust salt and pepper. Refrigerate the sauce.
4.Place the egg roll sheet on a clean surface. Place cabbage, carrot, shrimp, cheeseshrimp, cheese, and sauce in the middle.
5.Carefully roll the filling by tugging the sides. Seal the roll with brushing water. Repeat to make all of the egg rolls.
6.Deep Fry the rolls in preheated oil over medium heat, turning them to get evenly golden and crispy.
7.Serve hot with the remaining bang-bang sauce.