Light grill and set up for direct high heat. While the grill is preheating, rub veal chops with olive oil and pinch of salt on each side; set aside.
In a sauté pan over medium heat, melt butter and sauté garlic and shallots until translucent, about 60 seconds.
Add white wine, bring to a boil, and stir occasionally till wine has almost evaporated. Once the wine has reduced, add olive oil and flour—whisking together to make a paste. Continue whisking until golden brown, about 2 minutes.
Whisk in chicken broth and capers with brine. Reduce heat to very low and cover. The sauce will thicken as you grill the veal chops. Note: Capers are pretty salty, so give the sauce a taste before adding more salt.
Place veal chops and lemons (cut side down) on grill directly over high heat. Grill lemons till they are nicely charred, about 5 minutes. Grill veal chops till an internal temp of 140° F as determined by a reliable instant-read thermometer. Carry over cooking will take these chops to 145° F internal temperature as they rest. Turn the chops every 20–30 seconds in order to build an incredible crust without overcooking the outside of the chops. It happens quickly.
Remove chops and lemons from the grill. Plate the chops, dress with chopped parsley, and allow them to rest for 5 minutes. While they rest, squeeze the charred lemon into the sauce, being careful to catch any seeds. Whisk together and taste. Add optional sea salt to taste.
Serve the grilled veal chops topped with piccata sauce and chopped parsley.
Notes
Chances are that when you think about veal, you think about the thin cutlets that are breaded and fried in a skillet over medium high heat. While I love those fried veal cutlets, they don’t compare to grilled veal chops with piccata sauce. At least not for me. Like most foods, I find the element of flame does something special to veal. For example, with herb crusted rack of veal, the flame really brings the mild and delicate flavor of veal alive.