An egg roll is a Chinese appetizer, consisting of a cylindrical package of thin dough that is filled with finely chopped cooked shrimp, meat and shredded vegetables, such as cabbage, carrots and mushrooms. Traditionally, they are deep-fried and served with sweet-and-sour sauce for dipping. Frozen egg rolls are available. Egg roll wrappers, or skins, are available in the refrigerated section of large supermarkets for those cooks who wish to make these appetizers at home.