In a small bowl, whisk together mustard, mayonnaise and lemon juice. Set in the refrigerator until ready to serve.

In a separate small bowl, whisk together cold water and cornstarch.

Start with a clean, flat surface. Lay one wrapper so one of the corners is facing you (like a diamond). Dip your fingers in the cornstarch water and spread on each edge of the egg roll wrapper. In the corner closest to you, lay a couple of the cut pieces of swiss cheese. Add strips of sliced ham on top and then sprinkle with chopped pickles. Lift the bottom corner up and begin to roll away from you, making sure you tuck the corner under as you roll. Once you are halfway up the wrapper, fold in the left side and then the right side towards the center. Finish the roll, brush a little more of the cornstarch mixture along the seam, and place seam-side down on a sheet pan or clean plate. Make sure you roll the egg rolls tightly!

To fry the egg rolls, fill a pot with 4-5 inches of cooking oil. Heat the oil to 350 degrees. Gently add the egg rolls to the hot oil, frying no more than 3 or 4 at a time, turning occasionally. Fry until the egg rolls are golden brown on all sides, approximately 2 minutes total. Place on paper towels to drain and cool.

Serve immediately with mustard dipping sauce.