To make the thousand island dipping sauce, in a medium bowl, whisk together the mayo, chili sauce, ketchup, onion, garlic, relish, salt and pepper until well combined. Cover with plastic wrap and chill until ready to serve. This can be made up to 4 days in advance, and kept in the fridge in a container.
To make the egg rolls, place one egg roll wrapper on a cutting board so that it's a diamond shape, meaning have one corner facing you. Lay a few slices of Swiss cheese, pastrami and sauerkraut in the center. Remember not to overfill the egg rolls or else they'll tear when you go to wrap them. To wrap, bring the corner closest to you over the filling, as tight as possible without tearing, and begin to roll. Stop halfway and bring in the two corner sides in towards the center and continue to roll tightly into a log. Dab the last corner with a bit of water to seal the edge. Place the rolled egg roll onto a baking sheet and continue filling and rolling the rest.
Fill a large pot with about 3 inches of oil and set over medium-high heat. Using a deep-fry or candy thermometer, heat the oil to about 325 degrees. Once hot, fry the egg rolls in batches, making sure not to over-crowd the pot, until golden brown and crispy, about 5 minutes. Drain well and transfer to a wire rack set over a baking sheet. This will prevent them from getting soggy. Continue frying the remaining egg rolls in the same way. Serve hot with the thousand island dipping sauce on the side. Enjoy!