Preheat the oven to 450 degrees F.
Arrange the veal bones and scraps in a single layer on 2 or 3 baking sheets lined with foil. Put the trays in the oven and cook until the bones brown, 1 to 1 1/2 hours.
Heat a large skillet and add 1 tablespoon of the oil. When it begins to smoke lightly, add the 2 skin-on onion halves, cut side down. We want them to turn black. Combine the remaining sliced onion, carrots and celery. When the flesh part of the onion halves turn black, remove them from the pan. Add the remaining 1 tablespoon of oil and stir in the vegetables. Season with salt and cook, stirring from time to time, until the vegetables soften, about 5 to 8 minutes.
When the bones are roasted and browned, drain off any excess grease and add to a large pot. Cover with cold water, (warm water makes a cloudy stock) and bring to a boil over high heat. Lower the heat and use a ladle to skim any foam or impurities from the top. Add the vegetables, the cheesecloth containing the thyme, bay leaves and black peppercorns and the black onion halves (which will add flavor and enrich the color). Stir in a pinch of salt, then reduce the heat to a simmer and cook for 6 to 8 hours.
Shut the off the heat and allow the stock to rest. Taste it! If it tastes watery or has an undeveloped flavor, cook it longer! I have made stock that has taken 12 to 16 hours to come to fruition.
Strain the stock and return it to the pot. Gently simmer the stock over low to medium heat to reduce and intensify the flavors. Use a ladle to skim any impurities as the stock reduces. Cool and use immediately or freeze for later use.