This is an interesting question. I think there are some issues which the others did not mention yet. But I'm not an expert at all, I might be wrong. Please leave me a comment!
In the following, I work in . Thus, a class is just a formula. There are some constructions and relations of sets which directly carry over to classes. For example means that the formulas of are equivalent.
Let's sketch the proof for classes. Let classes, , injective maps. Define the classes recursively by . Then , defined by on and by in the rest, is well-defined and a bijection.
Unions, cuts, images of functions etc. are not the problem. But what about the recursion? What we really need here is a recursion scheme for classes. Actually there is a theorem which might be called the transfinite recursion scheme for classes:
Let be a well-founded and set-like relation of the class and a function. Then there is a function , such that for all
.
However, note that the images of are sets, not proper classes. We can't use that theorem here.
I think we need a meta-theorem stating that the above also holds when is replaced by the set of formulas and . Also, the meta-world should be able to talk about functions. But this is not plausible at all, since the resulting formula won't have to be finite, right?
For example, try to define a formula recursively by (doesn't matter what is) and . Why should there be a formula such that ? I think we need a rather mighty logical calculus for that.
Also note that Francois' great answer here (proving Schröder-Bernstein without the existence of the set ) also causes problems when you want to write down the formula for the part "... ...". Perhaps there is really no bijection between the two classes mentioned above (class of all singletons, and class of all 2-element sets)?
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