Place at least 1 inch of canola oil in your pot or fryer. Turn heat to 375°F.
Butter should be melted in a large saute pan over medium heat. Cook the onions, pepper strips, and garlic until tender. Stir in the steak. Let cool on the stove.
After cooling, place the egg roll wrapper on a dry surface. Brush the edges with the lightly beaten eggs. The wrapper should be filled with a few strips of steak, onions, and peppers. Top it off with half of a slice provolone cheese. The bottom corner of your wrapper should be folded over the filling. Seal the wrapper by rolling towards the corner.
Continue with the remaining egg roll wrappers.
Two to three egg rolls at a time in the hot oil. Turn the egg rolls over and cook for three to five minutes, or until they are golden brown on all sides. Place on a paper towel-lined plate.
The Sauce
Mix all ingredients together in a bowl. Whisk until well combined. If you like it stronger, add more horseradish.
Serve hot egg rolls with a side dish of sauce. Enjoy!