Drain the pickles and pat them dry.

Lay out a single sheet of egg roll wrapper. Place a slice of cheese horizontally across the wrapper. Place the pickle spear on half the cheese slice. Gently bend the cheese slice so it cracks in half. Fold the edge closest to you over the cheese and pickle, tuck in the sides, and then place water on the remaining edges. Roll tightly to seal.

Continue process with all pickles.

Add about 2 inches of oil to a large dutch oven. Heat to 360 degrees F.

Work in batches of two or three at a time. Fry until crispy, about 2-3 minutes. Place on a paper towel lined plate to drain.

Slice and serve with the harissa mayo.