In a small bowl, combine the pepperoni, mushrooms, green pepper, Parmesan cheese and pizza seasoning. Place an egg roll wrapper on a work surface with a point facing you; place a piece of string cheese near the bottom corner. Top with about 2 tablespoons pepperoni mixture.
Fold bottom corner over filling. Fold sides toward center over filling. Using a pastry brush, wet the top corner with water; roll up tightly to seal. Repeat with remaining wrappers, cheese and filling.
In an electric skillet or a deep-fat fryer, heat oil to 375°. Fry egg rolls, a few at a time, for 1-2 minutes on each side or until golden brown. Drain on paper towels. Serve with pizza sauce.