Heat one teaspoon oil in a non-stick pan, add onion and garlic and sauté for two minutes.
Add mushroom and sauté for two to three minutes or till all the moisture evaporates.
Heat sufficient oil in a kadai.
Add salt, crushed peppercorns and thyme to the pan and sauté for three minutes.
Break egg into a bowl and whisk well.
Place a spring roll sheet on a worktop. Place a spoonful of the mushroom mixture in the centre and sprinkle some grated cheese on top. Roll tightly to form a cigar and seal the edges with the whisked egg. Similarly make the remaining cigars.
Deep-fry the cigars in hot oil till golden. Drain on absorbent paper.
Mix mayonnaise and tomato ketchup in a small bowl.
Serve the cigars hot with mayonnaise dip.