We present a search for new spider pulsar candidates through multi-wavelength cross-matching, including γ-ray, X-ray, and optical data. A search for sinusoidal-like optical modulations in Transiting Exoplanet Survey Satellite (TESS) data of 183 extended ROentgen Survey with an Imaging Telescope Array X-ray (eROSITA) sources coincident with unassociated Fermi-LAT γ-ray sources led to the identification of four promising spider pulsar candidates. We found optical variability periods ranging from 5 to 13 hr. All candidates display smooth sinusoidal-like phase light curves, similar to what can be expected from ellipsoidal variation; one shows double-peaked profiles indicative of harmonics. The absence of sharp minima, which are often found in black widow systems due to irradiation, together with their optical magnitudes of about G ≈ 14, suggests these sources are more likely redback-type binaries. One of the Fermi-LAT counterparts is included in a machine learning catalog of unassociated γ-ray sources, with relatively high pulsar probabilities. We also identify potential Gaia counterparts for several sources and estimate their distances and luminosities where parallax measurements are available. Future observations, including further spectroscopic and multi-wavelength studies, are needed to fully characterize these systems.