In a large skillet over medium-high heat add sesame oil and saute onion and garlic. Then add in the shredded cabbage and saute until cabbage wilts. Then add soy sauce, salt, pepper, sherry, and ginger. Mix well.
Add in shredded smoked sausage, mix well and remove from heat.
Transfer mixture to a bowl and set aside.
Preheat oven to 400 degrees. Line a cookie sheet with parchment paper. Fill each egg roll wrapper with 1/4 cup of filling and roll up according to package directions. Brush lightly with corn oil and bake at 400 degrees until golden. Serve warm.