1. Butterfly each piece of loin filet by slicing lengthwise in half, making sure to leave about ½-inch connected. Open each piece like a book and place on plastic wrap; pound with meat mallet until 1/8-inch thick.
2. Place 1 slice Swiss cheese and 1 slice ham on top of each piece of pork. Roll up and use wooden skewer to hold. Trim off any excess ham or pork loin on ends.
3. Place pretzels in bowl of food processor; pulse until very finely crushed. Whisk together 2 eggs and 1/2 cup milk in bowl. Dredge each rolled pork through egg wash and then coat in finely crushed pretzels until thoroughly covered.
4. Heat charcoal or gas grill to medium. Grill skewered pork until internal temperature reaches 145°F to 160°F, turning every 5 minutes to brown, evenly. Let stand 3 minutes before serving.
5. Meanwhile, make Swiss cheese sauce. Melt butter in sauce pan over medium heat; add flour and mix quickly. Remove from heat and whisk in remaining 2 cups milk.
6. Return to heat and bring to a boil, stirring constantly. Cut remaining 8 slices Swiss cheese into 1-inch squares; stir into boiling milk until creamy. Add salt and pepper to taste. If sauce is too thick, add additional milk. To serve, drizzle cheese sauce over rolled pork.