Grind together 2 veal cutlets, oysters, and bacon in a food grinder. Add parsley, salt, pepper, nutmeg, mace, cloves, and thyme, mixing well.
Spread one-sixth ground mixture on each remaining veal cutlet. Roll up each cutlet jellyroll fashion, and secure with wooden picks.
Melt 2 tablespoons butter in a large skillet over medium heat; brown veal rolls on all sides. Transfer veal to a 2 1/2-quart shallow baking dish, reserving pan drippings in skillet.
Add beef broth, wine, shallots, garlic, mushrooms, and anchovy, if desired, to skillet; stir well. Pour mushroom mixture over veal rolls. Cover and bake at 350° for 1 hour. Remove veal rolls to a serving platter; keep warm.
Combine flour and 1 tablespoon melted butter; add to mushroom mixture, stirring until thickened. Serve sauce over veal rolls.