Prepare the Filling: In a mixing bowl, gently combine 1 lb jumbo lump crab meat, 2 cups breadcrumbs, 1/4 cup mayonnaise, 1 beaten egg, 1 tbsp Old Bay seasoning, 1 tsp salt, 1/2 tsp black pepper, and 1/4 tsp cayenne pepper (optional). Stir carefully to maintain the integrity of the crab meat. You want to mix until just combined without breaking up the crab lumps.
Wrap the Egg Rolls: Take an egg roll wrapper and position it like a diamond in front of you. Spoon about 2 tbsp of the crab filling onto the bottom half of the wrapper. Fold the bottom corner over the filling, tuck in the sides, and roll tightly. Seal the end with a dab of the remaining beaten egg. Repeat this process until all the filling is used.
Freeze (Optional): If you prefer to make these ahead of time or want easier frying, place the wrapped egg rolls on a baking sheet and freeze for about 1 hour. This step is particularly useful for maintaining their shape during frying.
Fry the Egg Rolls: In a fryer or a deep skillet, heat vegetable oil to 350°F (175°C). Carefully place the egg rolls into the hot oil, frying in batches to avoid overcrowding. Fry for about 2-3 minutes per side, or until they are golden brown and crispy. Use a slotted spoon to remove the egg rolls and drain on a wire rack to keep them crisp.
Serve: Enjoy the egg rolls hot, served with your choice of dipping sauces, such as tangy remoulade, spicy sriracha mayo, or sweet and sour sauce.