If there's two things I expect to see when I visit New York, it's deli sandwiches and good Chinese food. And since New York is a cultural melting pot, I can't think of a reason not to combine the two.
In a medium bowl, mix together cream cheese, Russian dressing, and horseradish. Fold in the corned beef, Swiss cheese, sauerkraut, and chives. There's your egg roll filling.
Set an egg roll wrapper in a diamond shape in front of you and spoon 2 tablespoons (max) of the reuben mixture onto the center. Fold up the bottom half and sides, then gently roll, sealing seam with a couple drops of water. Keep doing this until you've used up all of the wrappers and filling.
In a large deep-sided skillet over medium heat, heat 1 inch of oil until it starts to bubble, then, working in batches, add egg rolls and fry until golden, 1 minute per side. Drain on a paper towel–lined plate and let cool slightly. Repeat with remaining egg rolls. Serve warm, with Russian dressing for dipping.