Soak noodles in boiling water until cooked. Be ready to quickly add to an ice bath to stop the cooking process. Soak dried mushrooms in hot water for about 15 min or until softened. Squeeze both noodles and mushrooms dry. Cut vermicelli into shorter strands.
In a food processor, pulse mushroom and carrot until finely chopped. Add to large mixing bowl. In same food processor, add shrimp and pulse until coarsely ground (do not overprocess or it will become pasty). Add all the ingredients to the large bowl. Mix thoroughly.
Place 2-3 Tablespoons of filling in center of wrapper. Roll corner/edge closest to you over filling. Fold in sides of wrapper and continue rolling. Lightly brush remaining corner/edge with egg yolk and tightly roll. Gently press to seal. Repeat.
Add about 2 tsp of oil in a frying pan. Fry egg rolls on both sides until browned (approx 3-4 minutes per side). Add about 3 Tbs of water to pan and quickly cover with a lid. Continue cooking for 2-3 minutes to steam the filling.