Heat 2 tablespoons olive oil in a large skillet over medium heat. Cook steak and seasonings in the skillet until the meat is no longer pink. Remove from the skillet.
Heat the remaining olive oil in the skillet over medium heat, cook pepper and onion until softened.
Add the meat back into the skillet and let heat through. Preheat air-fryer to 375 F. Evenly divide cheese steak mixture between egg roll wrappers top each with one half of cheese.
Roll in an egg roll and air-fry in batches for 10-12 minutes.