Dab schnitzel dry. Cover one cutlet each with a slice of cheese and ham. Fold the schnitzel. Mix flour with salt and pepper.
Whisk egg and milk. Turn the schnitzel first in flour, then in the egg and finally in breadcrumbs. Fry in hot fat at medium heat for 8-10 minutes on each side. Arrange one cordon bleu with lettuce leaf, parsley and lemon on each plate