Heat the olive oil in a large saucepan over medium heat. Once hot, add the tri-color shredded cabbage mix. Sauté the cabbage, stirring occasionally, until it becomes limp and slightly translucent, about 3–4 minutes.
Add the shredded chicken breasts to the sautéed cabbage in the pan. Continue to sauté for another 2–3 minutes, mixing well to fully combine the chicken and cabbage. Season the mixture with salt and pepper to your taste, and then remove the pan from the heat.
Place an egg roll wrapper on a clean surface in a diamond orientation. Spoon 1/4–1/3 cup of the chicken-cabbage mixture (from Step 2) horizontally across the center. Fold in the left and right corners over the filling, then roll up from the bottom, tucking in the filling as you go, to form a tight roll. Dab a little water along the edges to seal the wrapper and ensure it sticks.
Pour enough vegetable oil into a medium frying pan to reach 3/4 inch depth. Heat the oil over medium-high to 350–375°F. Fry the egg rolls in batches, turning as needed, until golden brown and crispy on all sides, about 2–3 minutes per batch. Drain on paper towels. I like to enjoy these egg rolls with a sweet chili dipping sauce for a tasty kick.
Let the fried egg rolls cool briefly, then serve them warm. They pair perfectly with soy sauce, sweet chili sauce, or your favorite dipping sauce.