In a large, sturdy resealable plastic bag, combine the 1/4 cup of olive oil, the lime juice, onion and thyme. Season the veal with pepper, add it to the bag and seal. Turn to coat the veal with the marinade. Refrigerate for at least 8 hours or for up to 12 hours. Bring to room temperature before roasting.
Preheat the oven to 350°. Remove the veal from the marinade and pat dry with paper towels. Season with salt and pepper. Heat the remaining 2 tablespoons of olive oil in 2 large skillets until shimmering. Add the veal loins and cook over moderately high heat until browned all over, about 5 minutes. Transfer the loins to a large roasting pan, leaving as much room between them as possible and roast for 1 hour, or until an instant-read thermometer inserted in the thickest part of each roast registers 140°. Transfer to a carving board, cover loosely with foil and let rest for 10 minutes.
Cut the string from the roasts and discard. Carve into 1/4-inch-thick slices and serve with the Sweet-and-Sour Vegetable Caponatina.
A red wine with good acidity and low tannin best complements the sweet and sour flavors here without overpowering the mild veal. Try a fresh, fruity Barbera d'Alba.
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