It’s not the cholesterol itself that’s “good” or “bad”, but there are lipoproteins in the body that transport the cholesterol that have differing effects on CVD risk.
The evidence would suggest that dietary cholesterol does increase CVD risk, but the impact really tails off quickly. So if you have little to no dietary cholesterol, consuming eggs will likely raise your blood lipids. If you already have some dietary cholesterol, the impact on blood lipids will likely be small. However, I think there are genetic differences that can change the risk profile significantly.
I suspect that the main modifying effects of frying would be: 1. increasing saturated fat intake 2. increasing calorie intake