Carefully pound the veal cutlets with a meat mallet to flatten. Sprinkle the cutlets with pepper on both sides, then season with paprika. Place one slice of cheese and one slice of ham on each cutlet. Then roll the filled cutlets up, folding in sides and secure with wooden skewers.
Place the flour in a shallow dish. Place the egg and 2 tablespoons of water in another dish and whisk together. Place the breadcrumbs in a third dish.
Salt each cordon bleu. Coat each with flour, shaking off excess flour. Then roll in the beaten egg and finally, place in the breadcrumbs to coat. Heat the butter and immediately add the cordon bleu, cooking on all sides unti golden brown, about 5 minutes.
Arrange the cordon bleu on a warmed plate, remove the wooden skewers and garnish with parsley. Serve with a mixed salad and French fries.