Roughly chop the shrimp and place in a bowl. Toss with ½ tsp avocado oil, salt and pepper.
Heat a medium nonstick skillet over medium-high heat. Add the shrimp and cook, stirring occasionally, until just cooked through, about 3 minutes. Transfer to a clean bowl.
Carefully wipe out the skillet with a paper towel.
Heat the remaining 1 teaspoon avocado oil and sesame oil in the skillet. Add the garlic, ginger and white sections of the green onion. Cook, stirring, for 30 seconds.
Stir in the cabbage mix. Cook, stirring frequently, until the cabbage is wilted, 3 to 4 minutes. Stir in the chili garlic sauce, soy sauce and green sections of the green onion. Remove from the heat and stir in the cooked shrimp.
Allow the filling to cool for about 10 minutes.
Assembling the egg rolls:
Place the egg roll wrapper on a cutting board, with one point facing directly towards you. It should look like a diamond shape.
Place 3 tablespoons (not heaping) of the filling about a third of distance from the bottom, spreading horizontally, with room at the left and right edges. Lay a slice of avocado over the filling.
Holding the bottom point, fold the wrapper over the filling, then fold in the left and right sides, being sure to tuck in well. Roll tightly.
Dip your finger into a bowl of water and run it along the edges of the top point. Roll and seal. Repeat with the remaining wrappers and filling.
Spray the egg rolls all over with olive or canola oil spray. Use your finger to evenly rub the spray over the rolls.
Cooking in the air fryer:
Preheat the air fryer to 380 degrees F. Place the egg rolls in the air fryer, seam side down in the basket of the air fryer.
Cook at 380 degrees F until the egg rolls are crispy and turning golden brown, about 7 minutes, turning halfway through cooking. Cooking time may vary slightly depending on the brand of air fryer, so adjust if necessary.
Serve with sweet chili sauce.
Cooking in the oven:
Preheat the oven to 400 degrees F. Line a baking sheet with parchment paper.
In a small bowl, whisk together the egg and water.
Arrange the egg rolls, seam side down, on the prepared baking sheet. Brush the egg rolls with the egg mixture.
Bake until the egg rolls are golden brown, about 25 minutes. Serve with the sweet chili sauce.