Homemade Air Fryer Bang Bang Shrimp Egg Rolls

By Mila | Updated on April 12, 2025

I didn’t try bang bang shrimp until I was in my thirties, and when I did, I couldn’t believe what I’d been missing. That sweet and spicy sauce coating crispy shrimp? It’s one of those things you order every single time you see it on a menu.

The problem is, making them at home usually means deep frying, which is messy and kind of a pain. That’s where the air fryer comes in. You get that same crispy texture without all the oil splatter on your stovetop. And putting them inside egg rolls? It takes an already good thing and makes it even better—crispy wrapper on the outside, saucy shrimp and slaw on the inside. These are the kind of appetizers that disappear fast at parties, or make a really satisfying dinner when you want something fun.

air fryer bang bang shrimp egg rolls
Image: theamazingfood.com / All Rights reserved

Why You’ll Love These Air Fryer Bang Bang Shrimp Egg Rolls

  • Healthier than deep-fried – Using the air fryer means you get that crispy, golden exterior without all the oil from traditional deep frying.
  • Restaurant-quality appetizer at home – These egg rolls taste like something you’d order at your favorite Asian fusion restaurant, but you can make them in your own kitchen for a fraction of the cost.
  • Perfect balance of flavors – The creamy, spicy bang bang sauce combined with tender shrimp and crunchy slaw creates an addictive flavor combination in every bite.
  • Great for entertaining – Whether you’re hosting game day or having friends over, these egg rolls are always a hit and can be prepped ahead of time.
  • Simple ingredients – You probably already have most of these pantry staples on hand, and the rest are easy to find at any grocery store.

What Kind of Shrimp Should I Use?

For this recipe, you’ll want to use raw shrimp that’s already peeled and deveined to save yourself some prep time. Medium to large shrimp (around 31-40 count per pound) work great because they’re easy to chop into bite-sized pieces that fit perfectly in the egg rolls. Fresh or frozen shrimp both work fine here – just make sure frozen shrimp is completely thawed and patted dry before you start cooking. If you can only find shrimp with the tails still on, no worries, just remove them before chopping up your shrimp for the filling.

air fryer bang bang shrimp egg rolls
Image: theamazingfood.com / All Rights reserved

Options for Substitutions

This recipe is pretty forgiving when it comes to swaps, so here are some options if you need to make changes:

  • Shrimp: If you’re not a shrimp fan or have an allergy, you can use diced chicken breast or even imitation crab. Just make sure to cook the chicken through before mixing it with the sauce.
  • Broccoli slaw: Regular coleslaw mix works great here, or you can shred your own cabbage and carrots. Even finely chopped napa cabbage will do the trick.
  • Thai chili sauce: Sweet chili sauce is basically the same thing and works perfectly. In a pinch, you can mix equal parts honey and Sriracha for a similar sweet-spicy combo.
  • Mayonnaise: Greek yogurt or sour cream can replace the mayo if you want a lighter option, though the sauce will be a bit tangier.
  • Egg roll wrappers: Don’t substitute these – egg roll wrappers are essential for getting that crispy texture in the air fryer. Wonton wrappers are too thin and will burn, while spring roll wrappers won’t crisp up properly.
  • Cilantro: If cilantro tastes like soap to you, just leave it out or swap in some chopped green onions for a mild onion flavor.

Watch Out for These Mistakes While Cooking

The biggest mistake when making air fryer egg rolls is not sealing the edges properly with water, which causes them to burst open during cooking and leak all that delicious filling – make sure to really press those edges together and use enough water to create a tight seal.

Overcrowding the air fryer basket is another common error that leads to uneven cooking, so stick to 6 rolls at a time and give them space for the hot air to circulate around each one.

Skipping the oil spray might seem like a healthy choice, but it actually results in dry, pale egg rolls instead of crispy, golden ones – a light coating before and after flipping makes all the difference.

Finally, don’t add too much sauce to the filling mixture or your wrappers will get soggy before you even start cooking, and save most of that bang bang sauce for dipping instead.

air fryer bang bang shrimp egg rolls
Image: theamazingfood.com / All Rights reserved

What to Serve With Bang Bang Shrimp Egg Rolls?

These crispy egg rolls are packed with flavor, so I like to serve them with simple sides that won’t compete with all that spicy, creamy goodness. A light cucumber salad with rice vinegar and sesame seeds is perfect for cooling things down between bites, or you could go with some steamed edamame sprinkled with sea salt. If you’re feeding a crowd, fried rice or lo mein noodles make great additions to turn this into a full meal. Don’t forget extra Thai chili sauce or sweet and sour sauce on the side for dipping – trust me, you’ll want it!

Storage Instructions

Store: Keep any leftover egg rolls in an airtight container in the fridge for up to 3 days. They won’t be quite as crispy as when they’re fresh, but they’re still pretty good! I like to separate layers with parchment paper so they don’t stick together.

Freeze: These egg rolls are great for freezing before or after cooking. If freezing uncooked, arrange them on a baking sheet until solid, then transfer to a freezer bag for up to 2 months. Already cooked? Same deal – freeze them individually first, then bag them up.

Reheat: The air fryer is your best friend for bringing these back to life. Just pop them in at 350°F for about 5 minutes if they’re from the fridge, or 8-10 minutes from frozen. They’ll crisp right back up and taste almost as good as fresh!

Preparation Time 30-40 minutes
Cooking Time 25-30 minutes
Total Time 55-70 minutes
Level of Difficulty Medium
Servings 12 egg rolls

Estimated Nutrition

Estimated nutrition for the whole recipe (without optional ingredients):

  • Calories: 1100-1300
  • Protein: 45-55 g
  • Fat: 45-55 g
  • Carbohydrates: 130-150 g

Ingredients

For the bang bang sauce:

  • 3/4 cup mayonnaise (I prefer Hellmann’s for the creamiest texture)
  • 1/3 cup Thai chili sauce
  • 3 tbsp sriracha (adds a nice kick to the sweetness)
  • 1/2 tsp lime juice

For the egg rolls:

  • 1 lb shrimp (peeled, deveined, and chopped into 1/2-inch pieces)
  • 2 cups broccoli slaw
  • 1/2 cup cilantro
  • 1/2 tsp garlic powder
  • 12 egg roll wrappers (I always use Nasoya brand for a better crisp)
  • olive oil spray

Step 1: Prepare the Bang Bang Sauce

  • 3/4 cup mayonnaise
  • 1/3 cup Thai chili sauce
  • 3 tbsp sriracha
  • 1/2 tsp lime juice

In a bowl, whisk together the mayonnaise, Thai chili sauce, and sriracha until fully combined and smooth.

Add the lime juice and stir to incorporate.

This creates the signature sweet and spicy sauce that defines bang bang shrimp.

Set aside 1/4 cup of this sauce for mixing into the filling, and reserve the remaining sauce for serving alongside the egg rolls.

Step 2: Prepare the Shrimp Filling

  • 1 lb shrimp, chopped into 1/2-inch pieces
  • 2 cups broccoli slaw
  • 1/2 cup cilantro
  • 1/2 tsp garlic powder
  • 1/4 cup bang bang sauce from Step 1

In a second bowl, combine the chopped shrimp, broccoli slaw, cilantro, garlic powder, and the 1/4 cup bang bang sauce you reserved from Step 1.

Mix gently but thoroughly until all ingredients are evenly distributed and the shrimp is well coated with the sauce.

The filling should feel moist but not soggy—this balance keeps the egg rolls crispy on the outside while staying flavorful inside.

Step 3: Assemble the Egg Rolls

  • 12 egg roll wrappers
  • shrimp filling mixture from Step 2
  • water for sealing

Working with one egg roll wrapper at a time, place about 2-3 tablespoons of the shrimp filling mixture from Step 2 in the center of each wrapper.

Wet the edges with water using your finger, then fold the bottom corner up over the filling, fold in the sides, and roll tightly toward the top corner to seal.

I like to seal the final flap with a tiny dab of water to ensure it stays closed during air frying.

Repeat with all 12 wrappers.

Step 4: Air Fry the First Batch

  • 6 assembled egg rolls from Step 3
  • olive oil spray

Arrange 6 of the assembled egg rolls in a single layer in your air fryer basket, seam-side down.

Lightly spray all sides with olive oil—this is essential for achieving a golden, crispy exterior.

Cook at 400°F for 6 minutes until they develop a light golden color on the bottom.

Step 5: Finish Cooking and Repeat

  • cooked egg rolls from Step 4
  • olive oil spray

Carefully flip each egg roll to expose the other side, spray lightly with olive oil again, and continue cooking at 400°F for 6-7 minutes until all sides are golden and crispy.

Transfer the finished batch to a serving plate.

Repeat Steps 4 and 5 with the remaining 6 egg rolls.

Step 6: Serve with Bang Bang Sauce

  • all cooked egg rolls
  • remaining bang bang sauce from Step 1

Arrange all the cooked egg rolls on a serving platter and drizzle with or serve alongside the remaining bang bang sauce from Step 1.

The sauce should be at room temperature or slightly chilled.

Serve immediately while the egg rolls are still warm and crispy for the best texture contrast with the creamy, spicy sauce.

air fryer bang bang shrimp egg rolls

Homemade Air Fryer Bang Bang Shrimp Egg Rolls

Delicious Homemade Air Fryer Bang Bang Shrimp Egg Rolls recipe with step-by-step instructions.
Prep Time 20 minutes
Cook Time 40 minutes
Total Time 1 hour 2 minutes
Servings 12 egg rolls
Calories 1200 kcal

Ingredients
  

For the bang bang sauce::

  • 3/4 cup mayonnaise (I prefer Hellmann's for the creamiest texture)
  • 1/3 cup Thai chili sauce
  • 3 tbsp sriracha (adds a nice kick to the sweetness)
  • 1/2 tsp lime juice

For the egg rolls::

  • 1 lb shrimp (peeled, deveined, and chopped into 1/2-inch pieces)
  • 2 cups broccoli slaw
  • 1/2 cup cilantro
  • 1/2 tsp garlic powder
  • 12 egg roll wrappers (I always use Nasoya brand for a better crisp)
  • olive oil spray

Instructions
 

  • In a bowl, whisk together the mayonnaise, Thai chili sauce, and sriracha until fully combined and smooth. Add the lime juice and stir to incorporate. This creates the signature sweet and spicy sauce that defines bang bang shrimp. Set aside 1/4 cup of this sauce for mixing into the filling, and reserve the remaining sauce for serving alongside the egg rolls.
  • In a second bowl, combine the chopped shrimp, broccoli slaw, cilantro, garlic powder, and the 1/4 cup bang bang sauce you reserved from Step 1. Mix gently but thoroughly until all ingredients are evenly distributed and the shrimp is well coated with the sauce. The filling should feel moist but not soggy—this balance keeps the egg rolls crispy on the outside while staying flavorful inside.
  • Working with one egg roll wrapper at a time, place about 2-3 tablespoons of the shrimp filling mixture from Step 2 in the center of each wrapper. Wet the edges with water using your finger, then fold the bottom corner up over the filling, fold in the sides, and roll tightly toward the top corner to seal. I like to seal the final flap with a tiny dab of water to ensure it stays closed during air frying. Repeat with all 12 wrappers.
  • Arrange 6 of the assembled egg rolls in a single layer in your air fryer basket, seam-side down. Lightly spray all sides with olive oil—this is essential for achieving a golden, crispy exterior. Cook at 400°F for 6 minutes until they develop a light golden color on the bottom.
  • Carefully flip each egg roll to expose the other side, spray lightly with olive oil again, and continue cooking at 400°F for 6-7 minutes until all sides are golden and crispy. Transfer the finished batch to a serving plate. Repeat Steps 4 and 5 with the remaining 6 egg rolls.
  • Arrange all the cooked egg rolls on a serving platter and drizzle with or serve alongside the remaining bang bang sauce from Step 1. The sauce should be at room temperature or slightly chilled. Serve immediately while the egg rolls are still warm and crispy for the best texture contrast with the creamy, spicy sauce.

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