Some chocolate may leak out of the ends of the egg roll wrappers as they cook. It wipes out of the air fryer fairly easily and doesn’t hurt anything. Be careful to roll the egg roll tightly and press together any seams to seal. If your wrapper came unwrapped it is because the end wasn't wet enough or compressed enough to seal. Almost all other leaks would be from the roll not being tight enough when rolled. It takes some practice to get perfect.