Preheat oven to 425 degrees F.
Using a meat mallet, pound the veal pieces until they are 1/8 inch thick. Season with salt and pepper and set aside.
In a 12 to 14 inch saute pan, heat oil until just smoking. Add onion and garlic and thyme and cook over medium heat until light golden brown. Add mushrooms and cook until softened, about 8 to 10 minutes. Remove two thirds and allow to cool in a bowl. Allow the remaining third to cool in the pan. When the mushrooms are cool, add pine nuts, marjoram, parsley,pecorino and eggs and stir to mix well. Add the wine and tomato sauce to pan with remaining mushrooms to stir and mix.
Lay the 4 veal pieces out, season with salt and pepper, and divide the pine nut mixture among them. Roll and tie them individually and place in pan with sauce and mushrooms. Place pan in oven and bake 35 to 40 minutes. Remove, snip strings off veal pieces and place in center of platter. Spoon with sauce and serve.
Saute the onion and garlic in the olive oil over medium heat until translucent, but not brown (about 10 minutes). Add the thyme and carrot and cook 5 minutes more. Add the tomatoes. Bring to a boil, lower the heat to just bubbling, stirring occasionally for 30 minutes. Season with salt to taste. Serve immediately, or set aside for further use. The sauce may be refrigerated for up to one week or frozen for up to 6 months.