In a large skillet over medium heat melt the butter and add the onion, cooking until tender about 4-5 minutes.
Stir in the flour and milk and cook an additional minute or two, then add the spinach and cook until all the leaves are wilted, just a few minutes.
Remove the mixture from the heat and stir in the mayonnaise, each dressing and shredded cheese.
Lay out 8 egg roll wrappers on a clean surface and place 1 1/2 Tbs of the spinach mixture into the center of each.
Wet your finger with water and apply it to the outer edges of each wrapper, then working on a diagonal (think a diamond shape) fold bottom edge up over the filling. Bring the side points in to meet the fold and roll up to the remaining point.
Spray the spinach rolls with cooking spray on both sides.
For air fryer - place in the basket and set the temperature to 375º F and cook for 8-10 minutes.
For oven - Set oven to 400º F and bake for 15-17 minutes on a sheet pan with a cooling rack inserted on top (this will ensure even air flow) until golden brown.