In a small bowl, combine the chili, cheese, onion and jalapeno. Place 1/4 cup chili mixture in the center of one egg roll wrapper. (Keep remaining wrappers covered with a damp paper towel until ready to use.) Fold bottom corner over filling. Fold sides toward center over filling. Moisten remaining corner with water; roll up tightly to seal. Repeat.
In an electric skillet, heat 1 in. of oil to 375°. Fry egg rolls for 1-2 minutes on each side or until golden brown. Drain on paper towels. Serve with sour cream and guacamole if desired.
Wear disposable gloves when cutting hot peppers; the oils can burn skin. Avoid touching your face.