Preheat the oven to 400°F (200°C). Line a baking sheet with parchment paper. In a medium bowl, lightly beat the egg. Add ground beef, onion, Parmesan, provolone, garlic, parsley, bread crumbs, basil, oregano, salt, and pepper. Gently mix to combine.

Portion out 1/2-ounce balls (about 2 teaspoons) of the beef mixture. You should have about 36 meatballs in total. Arrange the balls on the prepared baking sheet.

Bake meatballs until browned, about 10 minutes. Let cool for 5 minutes.

Transfer meatballs to a large bowl. Add 1/2 cup marinara sauce and toss to coat.

With one corner of an egg roll wrapper facing you, sprinkle 1/4 cup mozzarella into the center of the wrapper. Arrange 4 meatballs on top, leaving a 1-inch border. Brush edges of the wrapper with water, fold the bottom corner up and over the filling, then fold in the sides. Tightly tuck as you go, and finish rolling the wrapper away from you. Repeat with the remaining filling and wrappers.

In a large Dutch oven or heavy pot, pour oil to a depth of about 2 1/2 inches. Heat the oil over medium-high heat until a deep-fry thermometer registers 350°F (175°C).

Fry the egg rolls, turning occasionally, until golden brown and crispy, about 7 to 8 minutes. Transfer to a wire rack set inside a baking sheet to drain.

Arrange egg rolls on a platter. Serve with the remaining 1 cup marinara sauce alongside.