01 - In a medium bowl, combine peaches, granulated sugar, brown sugar, lemon juice, cinnamon, nutmeg, and cornstarch. Mix well and let stand for 5 minutes to macerate.
02 - Lay an egg roll wrapper on a clean surface with a corner facing you. Spoon 2 tablespoons of peach filling near the bottom corner. Fold the bottom over the filling, tuck in the sides, and roll up tightly. Brush the top corner with beaten egg to seal. Repeat with remaining wrappers and filling.
03 - Heat 2 inches of vegetable oil in a deep skillet or pot to 350°F. Fry egg rolls in batches for 2–3 minutes each side or until golden brown and crisp. Remove and drain on paper towels.
04 - For the glaze, whisk powdered sugar, milk, and vanilla extract until smooth. Drizzle over warm egg rolls before serving, if desired.