In a skillet over medium heat, cook the pork sausage until browned and cooked through, add the red onion and saute for another 2-3 minutes.
Mix in the cheddar and gouda cheeses, transfer to a small bowl and set aside.
In a separate bowl, whisk together the eggs, heavy cream, salt, and black pepper.
Using the same skillet used for the pork sausage, melt the butter over medium heat. Pour in the egg mixture and scramble until cooked through. Remove from the heat.
Add the scramble eggs to the sausage mixture and mix until well combined.
To assemble the egg rolls, place an egg roll wrapper on a clean surface, with one corner facing you. Spoon a portion of the filling onto the lower third of the wrapper.
Roll the bottom corner of the wrapper over the filling, tucking it tightly Fold in the side corners, then continue to roll up the wrapper until completely sealed. Use a bit of water to seal the edge if necessary. Repeat with the remaining wrappers and filling.
In a deep pot or skillet, heat vegetable oil to 350°F (175°C). Carefully add the egg rolls, a few at a time, and fry until golden brown and crispy. About 2-3 minutes per side. Drain on a paper towel-lined plate.
Serve the breakfast egg rolls warm with salsa and enjoy!