Egg roll is more similar to Nigerian buns than scotch egg. It is made by deep-frying dough wrapped around a hard boiled egg. It is totally different from the Chinese egg roll.

Scotch egg on the other hand is made of seasoned mashed sausage meat, wrapped around a hard boiled egg, dipped in egg and bread crumbs.

The only similarities are that they are pastries that hold eggs in them and are fried.