Light a grill. In a large bowl, whisk the olive oil with the sherry vinegar, minced shallot and Dijon mustard. Season the vinaigrette with salt and pepper.
Heat a medium cast-iron skillet on the grill. Add the tomatoes and cook over high heat, shaking the pan a few times, until the tomatoes are charred and the skins begin to split, about 4 minutes. Add the tomatoes to the vinaigrette and lightly smash the tomatoes to release some of their juices.
Season the veal with salt and pepper. Lightly oil the grill grate. Grill the veal, turning once, until just cooked through, about 2 minutes. Transfer to plates.
Add the arugula and the cheese shavings to the tomatoes and toss well. Place the salad alongside the veal and serve.