To make the apple filling peel and dice the apples into small pieces. Combine apple with sugar and cinnamon in medium sauce pan and cook over medium heat until apples soften and syrup thickens, about 30 minutes. Set aside to cool.
For the cheesecake filling in a small bowl mix together cream cheese with powdered sugar and vanilla until smooth.
To roll the chimichangas place an egg roll wrapper on work surface so that the corners face up and down and left to right like a diamond. Spoon 2-3 tablespoons of cheesecake filling in a straight line just below the center of the wrapper. Top with a few tablespoons of apple filling.
Fold up the bottom corner over the filling then both side corners and roll up until just the top corner is left. Using your finger dipped in water wet the edge of the top corner like the sticky edge of an envelope then fold over sealing the chimichanga.
Once all your chimichangas are ready add your vegetable oil to a medium heavy bottom sauce pan until you have about two inches of oil in pan and heat to about 370 degrees. If you don’t have a deep frying thermometer heat until oil starts to look like it shimmers then tear a piece of wonton wrapper from an extra and drop in oil to see if its ready to fry.
Fry 2-3 at a time until golden brown on the bottom then turn and fry the other side. Remove with strainer or slotted spoon and drain excess oil on paper towels.
Mix cinnamon and sugar together and sprinkle over top. Serve warm dipped in leftover syrup from apple filling.