Preheat oven to 200°C. Line 2 large baking trays with baking paper. Place mince, cabbage, carrot, zucchini, onion, cheese and egg in a large bowl. Using clean hands, mix well to combine.
Place 1 spring roll wrapper on a workbench, with 1 corner facing you. Place 2 tablespoons of filling along centre of wrapper. Fold corner over filling. Fold over sides and roll up tightly to enclose. Brush remaining corner with water to seal. Place, seam side down, on baking tray. Repeat with remaining wrappers, filling and water. Spray rolls with oil.
Bake for 25 to 30 minutes or until light golden and crisp. Serve with dipping sauce.