Prepare the filling by mixing blueberries, cream cheese, sugar, vanilla, and cinnamon in a bowl.
Lay an egg roll wrapper on a clean surface, point facing you, and place a few spoonfuls of filling in the center.
Fold up the bottom point over the filling, pull in the sides, and roll tightly.
Repeat the process with the remaining wrappers and filling.
Heat oil in a deep pan to around 350°F (175°C).
Carefully place the egg rolls in the hot oil, frying them until golden brown on all sides, about 2-3 minutes per side.
Remove the egg rolls from the oil and drain on paper towels.
Dust with powdered sugar before serving and enjoy warm or at room temperature.