In a deep fryer, heat 3 to 4 inches of oil to 350°F.
Meanwhile, in a medium bowl, mix the avocados, tomatoes, red onion, 1 tablespoon of cilantro, the lemon juice, and 1/2 teaspoon salt. Stir to completely blend.
In a small bowl, beat egg and water together. Place 1 egg roll skin on your work surface with one corner facing you. Brush 1/2-inch border of the egg roll skin with the egg mixture. Spoon about 1/4 of a cup of avocado filling in the middle. Fold the corner facing you over the avocado filling, tucking the point under. Fold in, and overlap the right and left corners. Gently roll the egg roll skin toward the remaining corner, and press it together to seal. Repeat with remaining egg roll skins and filling.
Next, fry the egg rolls, 2 or 3 at a time, in the hot oil for 3 to 5 minutes, turning once, until golden brown. Remove, and drain the oil on paper towels. Then cut the egg rolls in half.
Drizzle the sauce over the top or pour in a small dipping bowl, and serve.