Preheat oven to 425°F (220°C) or preheat your air fryer according to manufacturer instructions.
Heat olive oil in a large skillet over medium heat. Add the chicken, cumin, chili powder, and cayenne pepper. Cook, stirring occasionally, until the chicken is fully cooked.
Add the red bell pepper, frozen corn, kale, and salsa. Stir and cook until the vegetables are tender. Add green onions, parsley, salt, and pepper, then mix well and remove from heat.
Lay egg roll wrappers flat. Spoon 1 to 2 tablespoons of filling into the center of each wrapper. Brush edges with water and roll tightly according to package instructions.
For baking, place egg rolls on a parchment-lined baking sheet and brush with melted butter. Bake for 15 minutes until golden brown.
For air frying, arrange egg rolls in a single layer and air fry at 400°F (200°C) for 10 to 12 minutes, turning halfway, until crispy.
Serve hot with salsa or your favorite dipping sauce.