Preheat oven to 400 degrees.
Heat oil in a large skillet over medium heat. Add the red onion and shredded cabbage. Cook, stirring occasionally, until onions begin to brown, about 2 minutes. Add the chicken and buffalo sauce. Stir to combine and cook until is heated through, about 3-4 more minutes.
Place one egg roll wrap on a cutting board and add 2 tablespoons of the filling diagonally on wrap. Fold bottom corner over filling; roll snugly half-way to cover filling. Then, fold in both sides snugly against filling; moisten edges of last flap. Finally, roll wrap up and seal top corner. Lay seam side down on a parchment paper lined baking sheet and continue until all are complete.
Brush the tops of each of the rolls with avocado oil.
Bake in the preheated oven for 10-12 minutes, or until the egg rolls are golden brown and crispy.
Serve with Buffalo Ranch Dressing.