In large skillet, heat half of the oil over medium-high heat; sauté coleslaw, celery, water chestnuts, green onions, garlic, salt, and pepper for 3 to 5 minutes or until softened. Sprinkle cornstarch over top; cook, stirring, for 1 minute. Stir in chicken tossed in teriyaki sauce and let cool completely.
Preheat oven to 400°F. Line baking sheet with parchment paper; set aside. Place one wrapper on clean work surface, keeping remaining wrappers covered with plastic wrap to prevent drying out. Brush edges lightly with beaten egg. Spoon about 1/4 cup chicken filling on bottom third of wrapper, leaving 1/2-inch border. Fold in sides and roll up like a burrito. Repeat to make 8 egg rolls.
Place seam side down, 3 inches apart, on prepared pan; brush rolls all over with remaining oil. Bake for 20 to 25 minutes, turning halfway through cooking time, or until egg rolls are crisp and golden. Serve hot with plum sauce.
Tip: For a sweet and spicy sauce, add sriracha hot sauce to the plum sauce.