We have made this a couple of times now. I have also made it with ground chicken or turkey for the pork sausage.
I baked it in a casserole dish as well after making the egg rolls. I placed the completed egg rolls (without frying) in a greased 9x13 pan. Drizzled with oil lightly, covered with aluminum foil. Baked at 375 for 20 min. Uncovered and finished baking for about 8 minutes to crisp the egg rolls. It worked great.
We made sweet and sour sauce for dipping and of course had the kid favorite ranch (sigh) and peanut sauce available.