In a large skillet, cook sausage and green pepper over medium heat until meat is no longer pink. Add garlic; cook 1 minute longer. Drain. Stir in the tomatoes, tomato paste and seasonings. Bring to a boil. Reduce heat; cover and simmer for 10 minutes. Uncover and simmer 10 minutes longer. Remove from the heat; cool for 20 minutes. Stir in cheese.
Place 1/3 cup sausage mixture in the center of each egg roll wrapper. Fold bottom corner over filling; fold sides toward center over filling. Brush remaining corner with egg; roll up tightly to seal.
In an electric skillet or deep-fat fryer, heat 1 in. of oil to 375°. Fry egg rolls in batches for 1-2 minutes on each side or until golden brown. Drain on paper towels.