Prepare the cheesecake filling by mixing cream cheese, sugar, vanilla, and egg in a bowl until smooth.
Chill the filling in the refrigerator for about 30 minutes to firm it up.
Once chilled, scoop tablespoon-sized amounts of the filling and roll them into balls.
Set up a dredging station with flour in one bowl, beaten egg in another, and breadcrumbs in a third.
Coat each cheesecake ball first in flour, then dip in egg, and finally roll in breadcrumbs.
Heat vegetable oil in a deep frying pan to 350°F (175°C) before frying the bites in batches.
Fry the bites until golden brown and crispy, about 2-3 minutes, flipping halfway.
Remove them from the oil and drain on a paper towel to absorb excess oil.