Stir the softened cream cheese, cheddar, pickled jalapeños, crumbled bacon and garlic powder together in a bowl until evenly combined.
Lay a wrapper in a diamond shape and spoon 1/4 cup of the filling onto the lower third, keeping it in a tight log so the soft filling does not ooze out the sides before rolling.
Fold the bottom point over the filling, fold in both sides, and roll tightly, sealing the final corner with egg wash.
Repeat with the remaining wrappers, keeping unused ones under a damp paper towel.
Air fry at 370°F: arrange seam side down with space between rolls, spray with oil, and cook 7 minutes. Flip and cook 4 minutes more, until golden and the filling inside is visibly bubbling if you peek at a cut corner.
Or bake at 400°F on a parchment-lined sheet, brushed with butter, for 15 minutes, flipping once.
Whisk the sour cream, mayonnaise, ranch seasoning and milk together until smooth and pourable.
Let the egg rolls rest a full 4 minutes before serving; the cream cheese filling stays molten well past the point the wrapper feels merely warm.
Good to Know
Cut the heat further by swapping half the pickled jalapeños for diced roasted poblano; the smoke stays, the sting fades.