Add the ground sirloin and diced onion to a large skillet over medium-high heat. Season with salt and black pepper. Cook, breaking the beef into small crumbles, until browned and no longer pink.
Drain any excess grease. Turn off the heat and stir in the yellow mustard, ketchup, and Worcestershire sauce. Let the beef mixture cool for about 5 minutes.
Place an egg roll wrapper on a clean surface in a diamond shape. Keep a small bowl of water nearby.
Place one slice of American cheese in the center of the wrapper. Top with approximately 2 tablespoons of the beef mixture and a sprinkle of chopped dill pickles.
Dip your finger into the water and lightly wet the edges of the wrapper. Fold the bottom corner over the filling, fold both sides toward the center, and roll tightly. Use additional water to seal the final edge if needed.
Repeat with the remaining wrappers and filling, placing the finished egg rolls seam-side down.
Working in batches, arrange 4–6 egg rolls in a single layer in the air fryer basket. Do not overcrowd.
Lightly spray the egg rolls with avocado or olive oil spray. Air fry at 390°F for 6 minutes.
Flip the egg rolls with tongs. Lightly spray again with oil and sprinkle with sesame seeds.
Air fry for another 4 minutes, or until golden brown and crispy.
While the egg rolls cook, whisk together the mayonnaise, yellow mustard, ketchup, apple cider vinegar, and paprika until smooth.
Serve the Air Fryer Big Mac Egg Rolls warm with the special sauce for dipping.