Poor Knights of Windsor refers to a British-style French toast - stale bread that is soaked in sherry and dipped into an egg batter and fried in butter. Served with sugar and cinnamon. Poor Knights of Windsor is a dish associated with the Berkshire town of Windsor. The Poor Knights of Windsor was a military order formed by King Edward III in the 14th century. The intention of the king with regard to the poor knights was to provide relief and comfortable subsistence for such valiant soldiers as happened in their old age to fall into poverty and decay.