In the same skillet, cook peppers and onions. Set aside
Pour 1-1½ inches of vegetable oil in a deep skillet, and heat to about 350° (be sure it is not getting to hot with a thermometer)
While the oil is coming to temperature, fill your egg roll wrappers. Place one wrapper on a flat surface, and put one tablespoon of steak, one teaspoon of peppers/onions, and one tablespoon of cheese into the center.
Dip a finger in water and wipe the edges of the wrapper.
Start with one corner of the wrapper facing you, and fold it over the filling. Fold in the two corners on the sides, and roll the bundle towards the far corner (like a burrito).
Place 3-4 filled egg rolls in the oil, cooking about 2-3 minutes on each side until golden brown.
Drain on a paper towel and serve immediately with ranch, honey mustard, or beer cheese sauce.
Notes
You can also sliced provolone or even american cheese in place of cheddar, just tear it into thin strips to fit inside the wrappers.
If using a deep fryer, the total cook time will be 2-3 minutes