For the cutlets: Heat the canola oil in a large skillet to 350 degrees F. Pound the veal using a meat mallet, 1/4-inch thick. Dip the veal in the beaten egg, coat with the breadcrumbs and fry in the oil until crispy and golden, about 2 minutes per side. Remove the cutlets and cook the prosciutto in the same pan until very crispy, about 1 minute. Drain on paper towels.
For the mayo: In a bowl, add the mayonnaise, gherkins and sage. Mix. Spread the sweet mayonnaise on the kaiser rolls, lay down the cutlets, crispy prosciutto and top with the baby romaine.