Add the softened cream cheese, sugar, lemon zest, and vanilla to a medium-sized mixing bowl. Use a handheld mixer on medium-high speed to beat the mixture until smooth and no cream cheese lumps remain, about 1½-2 minutes.
Transfer the cheesecake mixture to either a decorator’s bag or a quart-size ziplock bag with a corner of the bag snipped off.
Add the vegetable oil to a deep 10-inch skillet over medium-high heat. Heat the oil to 330°F-340°F. (Use a candy/deep fryer thermometer) While the oil is heating, assemble the eggrolls.
Lay 1 egg roll wrapper out as if the wrapper were a diamond, with a point pointed towards you.
Use even pressure to squeeze the cheesecake filling in a line about 8½ mm x 2½ mm (about 3½ inches x 1 inch) and 2½ mm (1 inch) from the side edge, and 7½ mm (about 3 inches) from the bottom diamond point.
Next, place 6-8 cherries on the top edge of the filling.
Use either your finger or a pastry brush to dampen the edges of the egg roll wrapper.
Fold the bottom point of the diamond over the filling and cherries. Then fold the 2 side edge points over the covered filling and cherries. Roll the egg roll up, making sure the top diamond point makes a good seal. Repeat for the remaining egg rolls.
Once the oil is ready, work in batches of 2-3 egg rolls at a time. Fry the egg rolls for 1½-2 minutes per side until golden. Transfer the cooked egg rolls to a paper towel-lined dish. Dust with 1-2 tablespoons of powdered sugar. Serve while warm.
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