In a large mixing bowl, combine bell pepper, fajita seasoning, black beans, green chilies, chicken, add salt and fresh ground black pepper, and both cheeses.
On a flat surface, lay out each egg roll wrapper and brush with egg to aide in sealing the egg roll, evenly divide the fajita mix to the bottom ⅓ of each wrapper.
Leave some space around edges of each wrapper. Fold the sides of the wrapper toward the middle over the filling then roll the wrap into an egg roll shape.
Lay egg rolls in Basket seam-side down and spray lightly with cooking spray.
Set to 400°F for 10 minutes and cook until the egg rolls are crispy and golden brown. Serve with salsa or a dip.
