Combine the teriyaki sauce, mustard, honey and black pepper in a small bowl; stirring well.
Place the veal chops in a large shallow dish. Pour the marinade over the veal chops; cover and marinate in the refrigerator for 1 hour.
Remove the veal chops from the marinade, reserving marinade.
Lightly brush the veal chops with oil. Grill, covered, over medium-hot coals (350 to 400 degrees) 3 to 4 minutes on each side or to desired degree of doneness, basting occasionally with the reserved marinade.