I'm currently reading Richard J. Evans's "Third Reich" series of history books on Nazi Germany. It talks about Hitler invaded Sudentenland, Poland, Austria etc. Often claiming to be invading to protect local Germans.
But the book says nothing about any Nazi plans to take over/annex Switzerland. Lots of Switzerland is German speaking, so wouldn't the Nazis have viewed them as "Germans" (right?) and want those Germans to be part of the single german state? Ein Volk, Ein Reich and all that.
Germany actually did draw up plans to invade Switzerland. Known as Operation Tannenbaum, it was planned to be a joint attack by Italy and Germany against the Swiss. Italy would then receive the Italian speaking parts while Germany would take the German speaking parts. For some reason, the plan never got approval from Hitler. When the D-Day invasion took place in 1944, Operation Tannenbaum was put on hold, never to be completed.