Mix mayo, sweet chili sauce, minced garlic, black pepper, rice vinegar, sriracha, and parsley in a bowl to make the bang bang sauce.
Prepare the shrimp by making three to five cuts halfway down along the inner curve of each shrimp to straighten them out. Press down gently with your fingers to flatten them.
Place the shrimp in a bowl and season with chili powder, paprika, salt, garlic powder, onion powder, and black pepper. Mix well.
Put one shrimp on each egg roll wrapper, leaving the tail sticking out, and roll tightly. Use water to seal the ends. Repeat for the rest of the shrimp.
Heat oil to 350°F (175°C).
Fry the egg rolls until they’re golden brown all over. Fry in batches to avoid overcrowding.
Drain excess oil by placing the egg rolls on a wire rack.
Serve with the bang bang sauce and enjoy!