In a large bowl, combine the shrimp, cabbage, carrots, green onions, garlic, ginger, soy sauce, sesame oil, salt, and pepper. Mix well until all ingredients are evenly coated.
Lay an egg roll wrapper on a clean surface with one corner pointing toward you. Place about 2 tablespoons of the shrimp mixture in the center of the wrapper.
Fold the bottom corner of the wrapper over the filling, then fold in the sides and roll tightly to seal. Use a little water on the edges to help seal if necessary. Repeat with remaining wrappers and filling.
In a large skillet or deep fryer, heat about 2 inches of vegetable oil over medium-high heat until it reaches 350°F.
Carefully add a few egg rolls at a time to the hot oil, frying until golden brown and crispy, about 3-4 minutes per side. Remove and drain on paper towels.
Serve hot with your favorite dipping sauce, such as sweet and sour or soy sauce.