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1
Blanch the sweetbreads in cold salted water brought to a simmer, then refresh immediately in iced water. Place between two flat trays weighted with a heavy pan and press for at least one hour until firm. Slice into even pieces. The sweetbread is ready when it holds its shape cleanly under the knife.
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2
Blanch the chicken combs and wattles in boiling salted water for several minutes, refresh, and braise gently in a little veal stock until fully tender. They are done when a skewer meets no resistance.
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3
Braise the chicken giblets separately in a small covered pan with a little stock until cooked through and tender. Reserve.
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4
Form the minced veal into very small meatballs. Fry in neutral oil over a moderate heat, turning, until evenly browned on all sides and cooked through. Drain on paper and reserve.
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5
Trim the ox kidney of all sinew and fat. Sauté in a hot dry pan in separate batches, moving the pieces until sealed and just cooked — still faintly pink at the centre. Season and reserve apart from the other elements.
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6
In a wide, heavy pan melt butter over a moderate heat and sweat the soffritto — onion, celery, and carrot — until soft and golden without colour. Deglaze with the Madeira or Marsala, scraping the base of the pan. Add the veal stock and reduce over a steady heat. This is where the dish lives or dies: the sauce must reduce to a glossy, coating consistency that clings to the back of a spoon before any organ meat is added — a sauce that is too thin will not unify the components and the dish collapses into a stew.
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7
Sauté the pressed, sliced sweetbreads in butter in a separate pan over a moderately high heat until golden on each cut face. Season. Add the sliced mushrooms to the same pan and cook until any moisture has evaporated and the mushrooms are lightly coloured.
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8
Combine all the separately prepared components — sweetbreads, combs and wattles, giblets, kidney, mushrooms, and meatballs — into the reduced Madeira sauce. Warm through very gently over a low heat, folding rather than stirring, until every element is heated and coated. The dish is ready when it is steaming and the sauce clings to every piece.
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9
Off the heat, add the capers, olives, and pickled gherkins. Fold once to distribute. Serve immediately — the pickled elements must retain their acid sharpness and texture; any delay softens them and their function in the dish is lost.