Spread mayonnaise on one side of each slice of bread. Top four slices with two cheese slices. Top with remaining bread, mayonnaise side down. Cut each sandwich into four triangles.
In a bowl, beat the egg, milk and salt. Dip sandwiches into egg mixture, then roll in cracker crumbs. Wrap in foil and freeze for up to 1 month.
In a skillet, heat 1 in. of oil to 375 degrees F. Fry a few frozen sandwiches at a time for 2 minutes on each side or until golden brown.