Flatten your veal filet to stretch out. Take care not to create holes into the meat. Season with salt and pepper on both sides.
Take a slice of ham and a slice of cheese, place the cheese on the ham and close the ham in such a way so that the cheese is inside and doesn't cross the ham border.
Then take the wrapped ham/cheese slices and place on a veal filet. Fold meat over ham and cheese to create a pocket, seal with a toothpick on one side.
Prepare 3 plates, one with all purpose flour, another with the egg and the last one with the breadcrumbs.
Drag the veal cordon bleu pocket first through the flour, then through the egg and coat at last with the bread crumbs.
Heat up a pan with the cooking oil. Shallow fry the cordon bleu golden on both sides over high to medium heat.
Remove and discard toothpick before serving. Serve hot with a side.