1. Put plenty of water in a bowl and add the vinegar. Place the caul fat inside and let it soak for 10 minutes. Rinse it well and drain it. Put 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 chicken mince, 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. Spread the caul fat on your work surface and place one portion of the mince mixture at one edge.
3. Wrap to cover the mince and cut the caul fat about 5 cm further along. Fold the edges inwards and wrap the sheftalies, just like koupepia (stuffed vine leaves/dolmades). You will make 24 sheftalies. Place the sheftalies on a rack and bake in a preheated oven at 180°C for 40-50 minutes.
4. Halfway through baking, turn the sheftalies to brown evenly. If you are grilling them over charcoal, thread them onto double skewers. Grill them over charcoal for 10 minutes, turning them occasionally.
5. Then, place another double skewer in the middle of the sheftalia and turn them so the inside part also cooks.
6. Continue grilling for about another 10 minutes until they are nicely browned.
7. Serve sprinkled with chopped parsley and lemon.