In a large mixing bowl, combine the softened cream cheese, ranch dressing, hot sauce, garlic powder, dried chives, and cayenne pepper, stirring until smooth and well incorporated. Add the shredded chicken, bacon bits, and both the cheddar and colby jack cheeses, folding everything together until the mixture is evenly distributed with no pockets of unmixed ingredients. I always make sure the cheeses are freshly shredded and the cream cheese is truly softened—this ensures a creamy filling that won't have lumps when you bite into the finished egg roll.

Place one egg roll wrapper on a clean, flat work surface in a diamond orientation (corner pointing toward you). Wet the edges of the wrapper with water using your finger or a damp brush—this creates the seal that holds everything together. Spoon about 1/4 cup of the buffalo chicken filling from Step 1 onto the lower center of the wrapper, being careful not to overfill, then fold the bottom corner up and over the filling, fold in the side corners, and roll tightly toward the top corner, sealing the final edge with a dab of water. I like to work with just a few wrappers at a time and keep the rest covered with a damp towel so they don't dry out and become difficult to work with.

Heat oil to 350°F in a deep pot or fryer. Carefully place 3-4 assembled egg rolls into the hot oil, being mindful not to overcrowd the pan as this drops the oil temperature and prevents proper crisping. Fry for 3-5 minutes, turning halfway through, until the wrapper is golden brown and crispy on all sides. Remove with a slotted spoon and immediately place on a paper towel-lined rack to drain excess oil.

Allow the fried egg rolls to rest on the paper towel-lined rack for 2-3 minutes to cool slightly and drain completely. Transfer to a serving platter and serve immediately while still warm with the buffalo ranch dip on the side for dunking.