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Drizzle the bread crumb mixture with the olive oil to moisten the crumbs, and mix well with your hands to incorporate.
Place a heaping tablespoon of the mixture on each slice and roll up, tucking in the sides as you go, spring roll fashion, to secure the filling inside. Some veal rolls will be longer than others, and can be cut in 1/2 to even out. Save the extra rolls to make 1 more skewer.
Top each veal roll with 1 fresh bay leaf and 1 red onion wedge, and then place 3 of the topped rolls on 1 skewer, so that each skewer has 3 of everything on it.
You should make 12 skewers with 3 rolls per skewer, by using the extra meat you trimmed from the longer rolls.
Place on a pregreased hot grill, and grill for about 2 minutes on each side, brushing again with olive oil, and season with salt and pepper.
If you do not have a grill, you can place under the broiler about 8 to 10 inches from the flame, and watch carefully, cooking for 2 minutes per side.