Preheat the oven to 180°C (approximately 350°F)/160°C convection (approximately 325°F). Cut the pretzels into small cubes. Heat the whipping cream and milk, pour over the pretzel cubes and let soak for about 10 minutes.
Whisk together the eggs, grated cheese, oat flakes and a pinch of nutmeg until smooth and stir into the pretzel mixture. Beat the egg white until stiff and fold into the pretzel mixture. Season with a pinch of salt.
Line the wells of a muffin tin with paper baking cups and spoon about 2 tablespoons of the batter into each well. Bake for 20 minutes, until golden brown. Remove from the oven and cool on a wire rack.