Heat a large cast iron pan or large skillet add the olive oil and heat through. Add the onion and jalapeño and sauté, stirring occasionally until the onion is tender, about 5 min.
Add the roast beef and top with Worcestershire followed by slices of American cheese. Turn the heat to medium low and allow the cheese to melt.
Once the cheese melts use a metal spatula to mix it up with the beef, using the spatula to chop the beef into smaller pieces. Season to taste with salt and pepper. Remove and let the filling cool.
Fill a small bowl with just a little water. Scoop about 3 tablespoons of the filling and drop just below the center of the egg roll wrapper.
Pull the bottom corner up and fold each side in and continue to tightly roll the wrapper.
Dip one finger in water and spread around the edge of the wrapper to seal it. Set aside and continue with the remaining wrappers and filling.
Add enough oil to reach 2-inches up the side of a cast iron skillet. Heat oil to 350ºF (180ºC). Once oil is hot, work in batches and add egg rolls and fry until golden brown on all sides, about 2 to 3 minutes.
Remove to a paper towel-lined plate or rack set over a baking sheet to drain. Repeat with the remaining egg rolls.
Cut the egg rolls in half diagonally and garnish with chives. Serve hot with the chili dipping sauce on the side.