Soak mushrooms for 30 minutes in enough warm water to cover. Rinse well; squeeze to drain. Finely chop, discarding stems. Soak bean threads for 15 minutes in enough warm water to cover. Drain well; squeeze out excess moisture. Cut into 2-inch lengths. Thaw shrimp, if frozen. Finely chop shrimp and pork. For sauce, mix water, oyster sauce, rice wine, and cornstarch.
Pour 1 tablespoon oil into a large skillet. (Add more oil as needed during cooking.) Preheat over medium-high heat. Stir-fry gingerroot and garlic in hot oil for 15 seconds. Add carrot and onions; stir-fry for 1 to 1-1/2 minutes or until crisp-tender. Remove. Add shrimp; stir-fry for 1 to 2 minutes or until pink. Remove. Add pork; stir-fry for 2 to 3 minutes or until no pink remains. Push meat from center. Stir sauce. Add to center. Cook and stir until bubbly. Cook and stir 1 minute more. Return shrimp and vegetables. Add bean threads and mushrooms. Stir to coat with sauce. Remove and cool.
In a wok or 3-quart saucepan heat 1-1/2 to 2 inches cooking oil to 365 degree F.
Meanwhile, place an egg roll wrapper with a point toward you. Spoon about 1/4 cup of the filling across and just below the center of the egg roll wrapper. Fold the bottom point of the egg roll wrapper over the filling. Then tuck it under the filling. Fold the side corners of the egg roll wrapper over the filling, forming an envelope shape. Roll the egg roll toward the remaining corner. Moisten the top point and press firmly to seal.
Fry, a few at a time, in hot oil for 1 to 2-1/2 minutes or until golden, turning once. Remove from oil. Drain on paper towels. Keep warm in a 300 degree F oven while frying remaining food. Serve warm with Sweet-and-Sour Dipping Sauce, Honey Dipping Sauce, or Chinese Mustard Sauce. Makes 16 appetizer servings.