Prepare the Vegetables: Steam the asparagus until crisp-tender, about 3-4 minutes. Immediately plunge into an ice bath to stop the cooking and preserve the bright green color.
Drain well and chop into 1/2-inch slices.
Mix the Filling: In a medium bowl, mash the avocados.
Add the chopped asparagus, minced onion, lime juice, soy sauce, chipotle powder, walnuts, and cilantro.
Stir gently until just combined.
Assemble the Egg Rolls: Place an egg roll wrapper on a clean surface in a diamond shape. Spoon 2–3 tablespoons (45 ml / 1.5 fl oz) of the filling onto the lower third of the wrapper.
Fold the bottom corner up over the filling, fold in the sides, then roll tightly. Moisten the final corner with a dab of water to seal.
Fry to Perfection: Heat about an inch of oil in a skillet over medium-high heat. Carefully place a few egg rolls in the hot oil, ensuring not to overcrowd the pan.
Fry for 1–2 minutes on each side, until golden brown and crispy.
Transfer to a wire rack to drain.
Don't Overfill: It's tempting to pack the wrappers, but using just 2-3 tablespoons (45 ml / 1.5 fl oz) of filling prevents them from bursting open while frying.
Keep Wrappers Moist: Work with one egg roll wrapper at a time, keeping the rest covered with a damp paper towel to prevent them from drying out and cracking.