While baking is my least favorite method for cooking egg rolls, it can be done. Brush the egg rolls with oil on both sides. Place the egg rolls on a sheet pan lined that has been lined with foil or on a sheet pan with a baking rack. Brush both sides of the eggroll with oil. Bake at 400 degrees F for 10-15 minutes or until golden brown. Flip the eggrolls halfway through cooking and brush with additional oil as needed.