Prepare grill and preheat oven to 425°F. Bring veal chops to room temperature (about 20 minutes).
Rub chops lightly with oil and season with salt and pepper. Grill chops on a rack set about 5 to 6 inches over glowing coals until evenly browned, 3 to 4 minutes on each side. (Alternatively, chops may be grilled in a hot well-seasoned ridged grill pan over moderately high heat). Arrange chops in one layer in a shallow baking pan. Roast chops in middle of oven 15 to 20 minutes for medium, juicy barely pink meat.
Serve chops with sauce.