Preheat oven to 375 degrees, line a baking sheet with parchment paper and spray it with cooking spray.
In a medium sized saucepan over medium high heat add all of the apple filling ingredients except the vanilla and stir together.
Cook the apples for about 3-4 minutes or until the mixture has thickened.
Once the apple filling has thickened turn the heat down to medium low, cover with a lid, and cook for another 6-8 minutes or until the apples have softened slightly.
Remove the filling from the heat and stir in the vanilla extract.
Take one egg roll wrapper, lay it out on a clean, dry cutting board and brush water around each edge. Spoon about 1 1/2 to 2 tablespoons of the apple filling into the upper half of the wrapper, leaving a border.
Fold in the sides and roll up the egg roll tightly.
Place the egg rolls on the prepared baking sheet, seam side down and repeat until all the filling is gone.
Bake for 12-15 minutes then brush each egg roll with melted butter and sprinkle with cinnamon sugar. Bake for 5 more minutes then remove from the oven.
Cool for 5-10 minutes before serving with the Cinnamon Whipped Cream.