Preheat oven to 375°F.
Heat EVOO in a skillet over medium-high heat. Add onion and let sweat. Once cooked, add ground sirloin and brown, breaking it up into small pieces as it cooks. Season with salt and pepper. Once meat is browned, drain fat from pan and pour meat and onions into a medium-size mixing bowl and let cool. Once cool, mix in cheddar cheese, Worcestershire sauce and mustard.
To wrap egg rolls, brush water around all four sides of a wrapper to act as the glue. Place a 1/3 cup of the meat and onion mixture into the center of the wrapper. Fold two corners into the center and then wrap the other corner to the next, creating a long skinny roll. Place finished rolls onto a sheet pan with a wire rack arranged above sheet pan.