Season the veal and set aside.
Heat half the oil in a frying pan and fry the onions and the mushrooms. Take off the heat and add a few green peppercorns, the MEVGAL Kefalotyri Cheese and a little parsley.
Fill the schnitzel steak with this mixture and wrap into small rolls. Tie with string and dredge with flour. Heat the rest of the oil in a frying pan and brown the rolls. Sprinkle on a few more green peppercorns, then add the Worcester sauce and a little hot water. Simmer for 50–55 minutes until the sauce thickens. Remove the string, cut the rolls into slices, and serve.