Cut each slice of ham into two strips. Wrap each of the strips around one cheese wheel, making sure that the cheese is covered in ham on all sides.
Place the flour, breadcrumbs, and eggs into three separate bowls. Roll each of the ham-wrapped cheese wheels into these ingredients in the following order: flour, egg, bread crumbs. If you prefer particularly thick breading, roll the cheese wheels once more in the egg and bread crumbs.
Finally, fry the mini cordon bleus on both sides in vegetable oil until golden brown.