In a medium bowl, mix all the filling ingredients together until well combined. Set aside.
Have grill preheated over high heat and oven preheated to 350 degrees F.
Slit each veal chop on its side to create a pocket. Stuff each chop with filling. Use toothpicks to keep closed. Season chops with salt and pepper and brush with oil on both sides.
Place chops on smoking hot grill and mark for 2 minutes on each side. Remove from grill and place in a baking dish. Finish cooking in oven for 4 to 6 minutes.