In a bowl, mix the shredded mozzarella, diced pepperoni, pizza sauce, garlic powder, and dried oregano until well combined.
Pour the olive oil into a small bowl and about 1/4 cup of water into another small bowl. Set both aside.
Place one egg roll wrapper on a flat surface turned so it looks like a diamond (point facing you).
Scoop 3 level tablespoons (not packed) of the filling onto the bottom half of the wrapper.
Fold the bottom corner up over the filling, then fold the left and right corners toward the center.
Roll the wrapper upward. Before sealing the final edge, dip your fingertips in water and moisten the top edge of the wrapper, then press to seal.
Repeat with the remaining wrappers and filling until you have 12 rolls.
Brush the tops, bottoms, and sides of each roll lightly with olive oil.
If your air fryer requires preheating, preheat it now. Place the rolls in a single layer with space between them. Cook at 380°F for 6 minutes. Flip the rolls and cook for another 2 minutes. Cook in batches if needed.
Let the rolls cool for 10-15 minutes before serving. They will be very hot inside!