Whisk 3/4 cup oil and lemon juice in small bowl to blend. Mix thyme, salt, and pepper in another small bowl. Rub thyme mixture all over veal chops; place in glass baking dish. Pour oil-lemon marinade over; let stand 15 minutes.

Preheat oven to 450°F. Combine shallots, vinegar, and remaining 1/4 cup oil in medium roasting pan; toss to coat. Sprinkle with salt and pepper. Roast until shallots are browned and tender, about 15 minutes.

Add tomatoes to shallots and roast until tomatoes are soft and browned, stirring occasionally, about 15 minutes longer. Remove pan from oven. Add capers and 1 tablespoon reserved brine and stir to blend.

Meanwhile, heat large ovenproof skillet over high heat. Drain veal chops and transfer marinade to heavy small saucepan. Add veal to skillet and cook until browned, about 3 minutes per side. Transfer skillet to oven and roast veal to desired doneness, about 10 minutes for medium.

Bring reserved oil-lemon marinade to boil; boil 2 minutes. Place 1 veal chop on each of 4 plates. Divide shallot-tomato mixture among plates. Spoon Soft Polenta alongside. Drizzle with oil-lemon marinade. Garnish with arugula and serve.