Max - yes in XL you can play the Teutonic Order and train Teutonic Knights. You obviously need a fair bit of infrastructure, but you can - what's more Prussia gives them a +1 valour. The best point is that your King and Princes come with their Teutonic Knight bodyguard - a 40 man unit to boot. So early on you get a nice stream of TKs from royality. You also get to train Order foot as well - they are very nice as well.