Preheat your oven to 400°F (200°C). If you're using an air fryer, preheat it to 380°F (195°C). While the oven heats up, prepare the filling.

In a mixing bowl, whisk together the Buffalo sauce, Greek yogurt, salt, and pepper until smooth and fully combined.

Once the sauce is well mixed, add the shredded chicken, grated carrot, and chopped onion. Stir everything together until the filling is evenly coated and well combined, making sure it's moist but not too wet.

Place a small bowl of water near your work surface and lay out the egg roll wrappers. Working one at a time, place the wrapper in a diamond shape in front of you. Add about 2 heaping tablespoons of filling (roughly 35–40 g) near the center. Fold the bottom corner over the filling, then fold in the sides, and roll up tightly like a burrito. Use a little water to seal the final edge so it stays closed while baking.

Line a baking sheet with parchment paper or lightly grease it. Place each egg roll seam-side down on the sheet, leaving a bit of space between each one. In a small bowl, mix the teaspoon of oil with the 2 tablespoons of water. Use a brush or your fingers to lightly coat each egg roll with this mixture — it helps prevent the wrappers from drying out and gives a golden finish. If you prefer, you can also mist with water and lightly spray with oil.

For extra moisture during baking, place a separate oven-safe bowl with water on the bottom rack of the oven (not touching the egg rolls) — this keeps the environment humid and helps the wrappers stay crisp but not brittle. Bake for 18–20 minutes, flipping halfway through so they brown evenly on both sides. If you're using an air fryer, cook in batches for 10–12 minutes, flipping once.

Let them cool slightly before serving — the filling will be hot! These egg rolls are perfect on their own or served with extra yogurt or ranch-style dip on the side.