Rinse the schnitzel, pat dry, place in a freezer bag and pound until it has enlarged significantly.
Season the schnitzel on both sides with colored pepper, place a slice of Black Forest ham on each schnitzel and half a slice of Gouda cheese on top. Fold the schnitzels together, pin them with a roulade needle and turn them in flour. Put the pretzel sticks in a freezer bag and pound them very small. Turn the floured and pounded cordon bleu in a beaten egg and then in pretzel crumbs.
Heat the oil and butter in a pan and fry the cordon bleu until golden brown. Arrange and serve.