Heat grill to high heat. Once hot, add bell pepper, zucchini, red onion and serrano peppers to the grill.

Cook vegetables until slightly charred and cooked through, approximately 5 minutes per side.

While the vegetables are grilling, add all ingredients for the creamy herb sauce. Whisk together and set in the refrigerator until ready to serve.

Remove the vegetables from the grill and let cool slightly. Once cool enough to handle, chop the bell pepper, zucchini, red onion, and serrano peppers. If you don't like your egg rolls too spicy, be sure to remove the seeds inside of the serrano peppers.

Add chopped vegetables to a bowl with the spices and cheese for the grilled vegetable filling.

To wrap your egg rolls, 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, spoon 1 ½ to 2Tbsp of the grilled vegetable filling into the center. 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. Continue rolling away from you until only the final corner is ready to roll. Dip your fingers in the cornstarch and water mixture you made earlier and brush it over the final corner. Finish the roll, brush a little more of the cornstarch mixture along the seam, and place seam-side down. Make sure you roll the egg rolls tightly. If they are too loose, they will fall apart when you fry them.

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. Place on paper towels to drain and cool.

Serve immediately with creamy herb sauce.