Preheat oven to 375F.
Heat EVOO in a skillet over medium-high heat. Add ground chuck and brown, breaking it up into small pieces as it cooks, about 5 minutes. Add onion and peppers to the pan. Season with salt and pepper. Let cook about 2 minutes, or until onions are tender. Mix in Worcestershire sauce, turn off the heat and set aside.
To wrap egg rolls, brush water around edges of each wrapper, as you roll them. Position wrappers on an angle on your work surface. Place about 1/4 cup of the meat mixture in the center of each wrapper and tuck the sides to form a long, skinny roll. Place onto a wire rack set on top of a sheet pan.
Spray egg rolls with cooking spray and sprinkle with sesame seeds. Bake 20-25 minutes or until brown.
For the provolone cheese sauce, melt butter over medium to medium-high heat in a sauce pot. Whisk in flour, cook 1-2 minutes, then whisk in milk and season with salt and pepper. Cook to thicken, adjust seasoning. Stir in cheese and remove from heat.
Slice in half diagonally and serve hot with dipping sauce or Provolone Cheese Sauce alongside.