For the sauce, mix the mustard and yoghurt and season to taste with salt and pepper. Wash the lettuce, drain and pat dry. Cut the gherkins lengthways into strips, squeeze out the excess liquid from the coleslaw. Heat the oil and fry the slices of meat loaf on both sides. Cut the pretzel rolls in half and spread the mustard cream on the cut surfaces. Top the bottom half with lettuce, gherkins, meat loaf, coleslaw and fried onions, then fold the roll closed.