Pour 2 inches oil into a large pot and heat to 360 degrees F. Line a plate with a paper towel.
Stir together the ranch dressing and sriracha to taste in a bowl. Set aside.
Drain the pickles and use a paper towel to pat off any excess moisture (I like to save the brine and use it again!). Wrap each pickle in a slice of cheese, then fold and roll the cheese-wrapped pickle in an egg roll wrapper. Fold up the left side, then the right and roll up tightly like a burrito, using a bit of water on your finger to seal the sides.
Working in batches to not overcrowd the pot, fry the pickles until golden brown and crispy on all sides, 2 to 3 minutes. Transfer to the lined plate to drain and cool slightly. Slice in half crosswise and serve with the Sriracha ranch.