In a large skillet, saute coleslaw mix in oil until crisp-tender. Stir in teriyaki sauce; remove from the heat.
Position one egg roll wrapper with a corner facing you. (Keep remaining wrappers covered with a damp paper towel until ready to use.) Using a slotted spoon, spoon about 1/3 cup coleslaw mixture on bottom third of wrapper. Fold bottom corner over filling; fold sides over filling toward center. Moisten top corner with water; roll up tightly to seal. Repeat with remaining wrappers and filling.
In an electric skillet, heat 1 in. of oil to 375°. Fry egg rolls for 1-2 minutes on each side or until golden brown. Drain on paper towels. Serve with sweet-and-sour sauce.