Mix cream cheese, sugar, and vanilla in a bowl until smooth.
Place an egg roll wrapper on a clean surface with one corner facing you.
Spread 1 tablespoon cream cheese mixture slightly below the center of the wrapper.
Top with 1 tablespoon cherry pie filling.
Fold the bottom corner over the filling, then fold in the sides.
Roll tightly upward, sealing the top corner with a dab of water.
Repeat with remaining wrappers and filling.
Preheat air fryer to 370°F.
Spray egg rolls lightly with cooking spray.
Air fry in batches for 6-8 minutes until golden brown and crispy.
Let cool slightly before serving.
Dust with powdered sugar if desired.