(Un) (French). A knight of the ancient order of the St. Esprit (Holy Ghost); so called because the decoration is suspended on a blue ribbon. It was at one time the highest order in the kingdom.
Un repas de cordon bleu. A well-cooked and well-appointed dinner. The commandeur de Souvé Comte d'Olonne, and some others, who were cordons bleus (i.e. knights of St. Esprit), met together as a sort of club, and were noted for their excellent dinners. Hence, when anyone had dined well he said, “Bien, c'est un vrai repas de cordon bleu. ”
Une Cordon Bleu. A facetious compliment to a good female cook. The play is between cordon bleu, and the blue ribbons or strings of some favourite cook.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894