Preheat oven to 375 degrees.
Place an egg roll wrapper on a clean surface. Brush edges with egg white; about an inch perimeter. Spread 3 tablespoons of pie filling across one side of the egg roll. Fold in sides and roll. Place onto a baking sheet lined with parchment paper and spray with cooking spray. Sprinkle with cinnamon sugar, if desired. Repeat with remaining wrappers.