The egg rolls found in Hong Kong are very different from those in the United States.
American egg rolls are what we call spring rolls - a thin wrapper rolled around vegetables and a bit of meat, then deep fried. They tend to be served at cheap Chinese restaurants, the type that sell combination plates.
Egg rolls here are delicate, flaky biscuits (above). They're made from a thick batter that's pressed between the flat surfaces of a hinged pan, cooked briefly, then rolled in several overlapping layers around a dowel while still warm; if they cool down, they'll shatter when you try to shape them. They're so fragile that when eating them you can't help but get crumbs everywhere. Unlike the Chinese-American egg rolls, these daan gyun actually contain eggs, along with sugar, flour and butter.
The Malaysian version of daan gyun is called kuih kapit (love letters), while in Indonesia, the same thing is called kue semprong. For this version, the batter - which contains coconut milk - is thinner, and often pressed between a decoratively-patterned hinged pan, rather than a flat one. They can be folded in quarters (rather than rolled), and sometimes are filled with a small amount of sugar mixed with flaked coconut and/or sesame seeds, which makes them even messier to eat.