Blend together mayonnaise, cream cheese, and cayenne pepper in a bowl.
Fold in all crab and spring onions.
Preheat the air fryer to 390F.
Lay a sheet of egg roll wrapper on a cutting board.
Put about 2 tablespoons of the crab mixture near one edge of the wrapper and roll all the way to the other end, tucking in the edges. Repeat with remaining ingredients.
Arrange rolls in the air fryer basket and cook for 4 minutes per side.