In a medium bowl, mash the avocados and stir together with the sun-dried tomatoes, red onion, cilantro, cumin, and kosher salt.
Place one egg roll wrapper on a clean surface with a corner facing you. Spoon approximately 3 tablespoons of the avocado filling onto the center of the wrapper.
Fold the bottom corner over the filling, then fold in the sides, and roll the wrapper tightly, making sure the edges are sealed with a dab of water.
Heat the oil to 375 degrees Fahrenheit in a deep fryer or Dutch oven. Once hot, carefully place the egg rolls into the oil and fry for 3-4 minutes, or until golden brown.
Remove the egg rolls with a slotted spoon and drain on paper towels or a brown paper bag.
For the dipping sauce, whisk together the balsamic vinegar, honey, cashews, cilantro, garlic powder, paprika, and saffron, if using, until well combined.
Serve the egg rolls warm with the dipping sauce on the side.