These cheesy baked pizza rolls with marinara dipping sauce would be fun for a casual party for kids or adults--or just for dinner Classic pizza fillings are tucked into egg roll wrappers, which are baked--no frying required--until nice and crispy on the outside. Feel free to mix up the fillings; for example, you could drop the pepperoni to make these vegetarian or nix the mushrooms if you're not a fan.