is there a way to fry in my house, and reduce the amount of grease that gets into the air? Or eliminate, if possible.?

Yeah...one of the reasons I don't deep fry.

Are you making them or are they frozen and you are making them? If frozen you can bake them.

If you are making them from scratch you could try a shallow fry just to seal them and get a slight crisp on them then finish in the oven.

If you really need to fry them a deep pan, splatter shield will help. Or you could check a resale shop near you and look for a fryer they should be pretty inexpensive since may people have switched to the air fryers.

The air fryer might also work and they are contained and use little oil. Check one of the recipe cards to see if there are instructions for egg rolls. (Keep in mind most will be for pre made ones not homemade.) Actually I just looked and there are lots of recipes for home made egg rolls using an air fryer so that should work for you either using home made or frozen.

Use a Splatter screen or a wall shield for grease.

Omit oil entirely and just cook with water. Oil makes cholesterol in the big arteries around the heart and leading up to the brain.