1. Fill a bowl with plenty of water and add the vinegar. Place the caul fat inside and let it soak for 10 minutes. Rinse it well and drain it. Place the bread in a bowl and pour the milk over it. Let it soak for 10 minutes, stirring occasionally.
2. In a bowl, combine the ground chicken, the soaked bread (without squeezing out the milk), the coarsely grated onion with its juices, the parsley, cinnamon, paprika, black pepper, and salt. Mix well. Take 70-73g of the mixture and shape it into an oval. Lay the caul fat flat on your work surface and place one portion of the meat mixture at one end.
3. Wrap to cover the meat and cut the caul fat about 5 cm further along. Fold the edges inwards and roll up the sieftalies, just like koupepia (stuffed vine leaves/dolmades). You should make 24 sieftalies. Place the sieftalies on a rack and bake in a preheated oven at 180°C (350°F) for 40-50 minutes. Halfway through baking, turn the sieftalies to brown evenly. If you are grilling them over charcoal, thread them onto double skewers.
4. Grill them over charcoal for 10 minutes, turning them occasionally. Then, place another double skewer across the middle of the sieftali and turn them so the inside surface also browns. Continue grilling for about another 10 minutes until they are nicely browned.
5. Serve sprinkled with chopped parsley and lemon.