Heat frying pan with cooking oil about over medium heat. Season the cutlets with salt and pepper. Prepare three shallow bowls. In one bowl, put flour, season with salt and pepper.
In the second bowl, addd egg, season with lightly season with salt and pepper, add cheese and nutmeg. In the last bowl, mix the panko with oregano and nutmeg. Line a platter with paper towels.
Dredge the seasoned cutlets in the flour, tapping off the excess, then dip them in the egg, allowing any excess to drip back into the bowl. Finally, coat the cutlets with the panko mixture, pressing to help the crumbs stick.
Fry the cutlets over high heat, turning once, until crisp, golden brown and cooked through, about 4 minutes total. Drain the pork on paper towels and serve at once with lemon wedges or make a sauce by draining off excess oil from the pan.
Deglaze it with white wine, vodka or beer; add some water or chicken stock, bring mixture to a boil and scrape off any bits that's at the bottom of the pan; season with salt and pepper, squeeze some lemon juice and add a pat of butter to finish.
Strain over the pork milanese or into a small bowl and serve on the side.