Preheat oven to 425 degrees F.
Using a meat mallet, pound the veal pieces until they are 1/8-inch thick. Season with the salt and pepper and set aside.
In a 12 to 14 inch saute pan, heat the oil until just smoking. Add the onion, garlic, and thyme and cook over medium heat until light golden brown. Add the mushrooms and cook until soft and liquid has cooked out, about 10 minutes. Remove to a bowl and allow to cool, saving the pan on the stove. Add the pine nuts, marjoram, half of the parsley, pecorino, and eggs and stir to mix well. Add the wine and tomato sauce to pan, add the lemon juice and zest, and stir to mix. Set aside.
Lay the 4 veal pieces out and divide the pine nut mixture among them. Roll and tie them individually and place in the pan with the sauce. Place the pan in the oven and bake 35 to 40 minutes. Remove, snip the strings off the veal pieces and place in the center of the platter. Finish the sauce with the remaining olive oil and parsley, spoon the sauce over the meat and serve.
In a 3-quart saucepan, heat the olive oil over medium heat. Add the onion and garlic, cook until soft and light golden brown, about 8 to 10 minutes. Add the thyme and carrot and cook 5 minutes more, until the carrot is quite soft. Add the tomatoes and juice and bring to a boil, stirring often. Lower the heat and simmer for 30 minutes until as thick as hot cereal. Season with salt and serve. This sauce holds 1 week in the refrigerator or up to 6 months in the freezer.
Recipe copyright 2000, Mario Batali. All Rights Reserved.