Preheat a grill to medium. Brush the onions and peppers with 2 tbsp. EVOO; season with salt. Place the vegetables on the grill, cover and cook, turning once, until lightly charred, about 8 minutes. Transfer to the coolest section of the grill.
Rub the veal with the remaining 2 tbsp. EVOO; season with salt and pepper. Place the veal on the grill, cover and cook until the edges are no longer pink and grill marks appear on one side, 1 to 2 minutes. Flip, top with the mozzarella, cover and cook until the cheese has melted, 1 to 2 minutes.
Divide the vegetables among 4 plates. Arrange the veal on the vegetables and top each with a dollop of marinara sauce. Serve the remaining sauce on the side.