Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper or lightly grease it.
In a medium bowl, mix together cream cheese, green onions, garlic, Worcestershire sauce, soy sauce, salt, and pepper until smooth and well combined.
Lay an egg roll wrapper on a clean surface in a diamond shape. Spoon about 1 to 2 tablespoons of the filling in the center. Fold the bottom corner up over the filling, then fold in the sides and roll tightly. Seal the tip with a dab of water.
Place the rolls seam-side down on the prepared baking sheet. Lightly brush with olive oil or spray with cooking spray. Bake for 15–18 minutes or until golden brown and crisp, flipping once halfway through for even browning.
Remove from the oven and let cool slightly before serving. Pair with your favorite dipping sauce for extra flavor.