In a large bowl, whisk together the eggs, milk, salt, and pepper.
In a large skillet, heat the avocado oil over medium/low heat. Add the scrambled eggs and cook, stirring occasionally, to your desired doneness. Cool slightly.
Wrap approximately 2 tablespoons of the scrambled eggs, 2 teaspoons cheddar cheese, 2 teaspoons chopped bacon, and 2 teaspoons scallions into an egg roll wrapper. *Note - use a bead of water to glue the edges of the egg roll wrapper together so it stays closed. Set the scrambled egg rolls aside while the oil heats.
Heat the frying oil in a large, high sided pan to a temperature of 375-degrees.
Add the scrambled egg rolls, 4 at a time to the hot oil and fry on each side (turning carefully) for approximately 40 - 50 seconds per side.
Remove the scrambled egg rolls from the oil and drain immediately on paper towels.
Cool slightly and serve warm.