Spray a large skillet with non stick cooking spray. Cook diced onion and green pepper over medium heat and continue cooking until the onion is clear and tender.
Remove from heat and allow to cool.
In a large mixing bow combine, cream cheese, Worcestershire sauce, and shredded cooked chicken. Mix until cream cheese is combined with chicken. Add onion and peppers and stir until all ingredients are well combined.
Lay one egg roll wrapper out with a corner pointing towards you. Place about 2 Tbsp in the center of each wrapper.
Bring the corner that is closest to you up and over and gently tuck it in. Fold in the sides and roll the wrapper tightly. Use a small amount of water to secure the tip of the wrapper.
Repeat for all 8 wrappers.
Place egg rolls in air fryer and cook at 390 degrees for 8-10 minutes or until the egg roll wrappers are golden brown.