THE MENU Avocado and clam soup Roast rolled loin of veal stuffed with spinach and sweetbreads Saute'ed cucumbers Fennel or broccoli timbales Chocolate glazed chestnut mousse cake

THIS FESTIVE meal is just right for the holidays. Extravagant and immodest, it manages somehow to strike a balance between brazen ostentation and subtle refinement. Guests feel indulged and cossetted while the cook is clearly the marvel of the century. The truth is, no special aptitudes are required, only a bit of courage to take on the initial preparation of the meat, and the amount of time involved is minimal.

This spectacular opens with a soup of pale green velvet, a miraculous blend of avocados pure'ed with minced clams and smoothed with chicken broth and cream, the flavors flowing together into a mellifluous mysteriousness. The main course, the real production number, consists of that most elegant cut of meat, loin of veal, given its full due. It is boned, stuffed and roasted to a caramel brown on the outside. Sliced, it reveals first a layer of succulent pale meat, then a thin green border of spinach leaves and finally a center of firm, white sweetbreads. This is served with two pale green vegetables whose flavors complement the meat. Most wonderful are sautee'd cucumbers, carved into spoon shapes, cooked to the transparency and color of pale jade, but flecked with dark green speckles of minced parsley. Little unmolded timbales round out the course. These are made with fennel -- if it is available -- or broccoli, in a suspension of bread crumbs, eggs and parmesan cheese and baked in a bain marie until the mixture holds its shape. Dessert is a sumptuous cake consisting of a chestnut mousse in a frame of ladyfingers and glazed with a thin layer of chocolate.

I ask for veal cut from the sirloin or bottom end of the loin. This makes a long narrow roast that yields smallish slices which look lovely and make the meat go farther, a definite advantage considering the price of quality veal. Veal loins usually arrive at supermarkets on specified days of the week and are almost immediately cut up into chops. A roast must be ordered in advance, before such mayhem occurs. Make sure the butcher understands that you want the final weight in boned meat, and if the price includes bones take them and use them for stock. Supermarket meat attendants can also tell you when sweetbreads are expected and they can cut to order the thin slices of barding fat which must be laid on the veal during its cooking. Specialty butchers, such as the French Market (whose veal is spectacular), Neam's, Larimer's and the like, are apt to understand exactly what you want and be able to provide it when you want it, a convenience that does not come cheaply. I garner a bonus from veal roasts by removing the tenderloin, the thin strip of choice meat that is barely attached to the boned roast. I cut the tenderloin into medallions about three-sixteenths of an inch thick and freeze them. The medallions can be pan fried in butter and a little oil over very high heat and the pan juices deglazed with madeira, a little veal stock and some cream. Not a bad treat for two people on a dreary winter evening.

The day before, the sweetbreads are precooked and cleaned and the spinach is blanched. Stuffing and rolling the roast seem to demand the presence of a third hand or a second person to hold the meat closed, but one can solve the problem alone by first sewing the stuffed meat into a rather sloppy roll by holding the meat together with one hand and sewing with the other. Thus both hands are then free to tie the meat tightly and neatly at short intervals, tucking any escaping bits of sweetbreads back into the ends of the meat.

Braised veal can taste boiled and roasted veal can be dry. The road to perfection lies in braising first and then roasting. Braising produces a liquid from the aromatic vegetables, white wine and meat juices that forms the base for a sauce, and the veal is beautifully moist inside. A final hour of roasting seals in this succulence while allowing the outside of the meat to become almost caramelized. The rich pan drippings from the roasting pan are then deglazed with the braising liquid to make the most wonderful of deep brown sauces.

The delicacy and freshness of saute'ed cucumbers are perfect for veal. I rid the cucumbers of much of their excess liquid by salting them and of their residual bitterness by blanching them. What remains is pure, undiluted cucumber flavor.

Among the more rewarding objects in my kitchen are a dozen or so little four-ounce porcelain souffle' molds which can be found most reasonably at close-out shops such as the China Closet. These are a nice size for individual timbales that can be prepared well in advance. If you like it, fennel, with its elusive licorice flavor, is a good foil for veal and this time of year it is available at many specialty markets. Otherwise broccoli is wonderful, available and certainly reasonably enough priced.

That the chestnut mousse cake can be assembled in less than 20 minutes is the least of its virtues. Be sure you buy the chestnut pure'e that is marked "Chestnut Spread" on one side of the label and "Cre'me de Marrons" on the other. This is imported from France, and the best price I found is at Sutton Place Gourmet. The ladyfingers, which I buy commercially, should be placed neatly around the sides of the springform pan since they will be quite visible when the cake is unmolded. However you fill in the bottom matters not, because the ladyfingers are safely covered with the chestnut mousse. AVOCADO AND CLAM SOUP (8 servings) 3 6 1/2-ounce cans minced clams 3 ripe avocados 3 10 3/4-ounce cans chicken broth 1 1/4 cups heavy cream 1/2 cup milk White pepper to taste

Process until smooth one can of clams with its liquid with the flesh of one avocado, empty into a large saucepan and continue with the remaining clams and avocados. Whisk the chicken broth into the mixture, then the cream and the milk. Heat, season with freshly ground white pepper to taste and serve. ROAST ROLLED LOIN OF VEAL STUFFED WITH SPINACH AND SWEETBREADS (8 servings) 1 1/4 pounds veal sweetbreads 3/4 pound fresh spinach leaves 3 1/2 pounds boneless veal loin, cut from sirloin (narrow) end Salt and pepper to season veal 4 to 5 strips barding fat 2 carrots, coarsely chopped 1 large onion, coarsely chopped 2 stalks celery, coarsely chopped 1 cup dry white wine 10 1/2-ounce can beef bouillon

Soak the sweetbreads for 2 hours under a dripping tap of cold water. Place them in a saucepan, cover with cold water, bring to a simmer and cook at the simmer for 8 minutes. Turn the sweetbreads into a colander, run cold water over them for 10 minutes, or until they are cool, and pull off the membranes and gristle surrounding them. Do not be concerned if the lobes are separated in the process. Drain, dry in paper towels and refrigerate until needed. The sweetbreads can be prepared to this point a day in advance.

Wash the spinach, trim coarse stems and blanch the leaves for 1 1/2 minutes in a large pot of boiling water. Immediately turn into a colander and refresh under cold running water. Spread the spinach leaves on layers of paper towels and place the layers (there will be about four) on top of each other. Roll the package, place in a plastic bag and refrigerate. The spinach can be prepared to this point a day in advance.

Spread the veal open, remove the narrow strip of tenderloin, slice thinly into medallions and freeze for another time. Trim the inside of the roast of fat, gristle and membranes and refrigerate until needed.

About three hours before the roast is to go into the oven, spread the meat open and cover it with a thick layer of spinach leaves. Arrange the sweetbreads lengthwise down the middle of the meat and season them with salt and pepper. Thread a darning needle with butcher's twine, fold the roast over itself and sew the roast closed. The roll will be loose. Stuff back into the ends any sweetbreads that may have fallen out. Then tie the roast with twine tightly around its girth at 1-inch intervals to make a compact roll. Also tie it lengthwise to come over the ends to hold the stuffing in, tucking in any rogue sweetbreads as you go along. Rub the roast with salt, pepper and thyme. Place it in a heavy oval casserole, preferably enamel on cast iron, that has a lid and is just large enough to hold the meat.

About 2 1/4 hours before the veal is to be served, place the casserole, uncovered, in a 500-degree oven for 20 minutes to sear the meat. Remove from the oven, lay the strips of barding fat -- overlapping slightly -- down the length of the roast and add the carrots, onions, celery and white wine to the pot. Cover the pot, return it to the oven and turn the heat down to 350 degrees. Braise the veal in the covered casserole for 40 minutes and remove from oven.

Transfer the meat to a roasting pan with a rack and return to the oven, still at 350 degrees, for one hour. Add the beef bouillon to the casserole with its liquid, bring to a boil, stir the brown residue from the sides of the casserole into the liquid and cook over high heat for 5 minutes. Strain into a saucepan, pressing down on the vegetables to extract all the juices and set aside.

When the veal has finished roasting, transfer it to a carving board, cover with a tent of foil and let sit for from 15 minutes to half an hour until ready to carve. Remove the roasting rack and pour the juices from the saucepan into the roasting pan. Bring to a boil and, stirring constantly with a wooden spoon, deglaze the pan, incorporating all the glaze and brown bits into the sauce. Return the sauce to the saucepan and set aside.

To serve, remove all the strings from the veal, including those that were used to sew the meat together. Using a very sharp knife, cut the veal into thin slices and arrange down the center of a serving platter. Use a spatula to serve the veal to keep the sweetbread stuffing in place. Spoon some of the fat off the surface of the sauce, bring the sauce to a boil and serve with the veal. SAUTEED CUCUMBERS (8 servings) 10 large cucumbers 2 tablespoons coarse salt 6 tablespoons unsalted butter 1/2 cup minced parsley White pepper to taste

Peel the cucumbers, cut them in half lengthwise and scoop out all the seeds with a spoon. Cut the cucumbers once more in half lengthwise, to make long quarters, and cut each quarter into thirds. Round the ends of each piece to make a spoon shape and place the pieces in a colander. Coat the cucumbers with the salt and set the colander on a large bowl. Let stand for 2 hours or more while the cucumbers give off excess liquid.

Bring a large pot of water to the boil, add the cucumber pieces, return to the boil and cook for 3 minutes. Turn into a colander and refresh under cold running water. Place the cucumbers on a kitchen towel, a handful at a time, pat them as dry as possible and turn into a large saute' pan. Add the butter and cook, stirring frequently, for 5 minutes. Stir in the parsley. The cucumbers can be completed a few hours in advance and reheated quickly before serving. FENNEL OR BROCCOLI TIMBALES (Makes 12 4-ounce souffle' molds) 2 large fennel bulbs or 1 1/2 pounds broccoli 1/4 cup minced shallots or scallions 4 tablespoons butter plus softened butter for the souffle' molds 1/4 cup minced fennel leaves or parsley 1 3/4 cups fresh homemade bread crumbs plus enough for the souffle' molds 1/2 cup milk 1/2 cup heavy cream 5 eggs 1/2 cup grated parmesan cheese Salt and pepper to taste

Trim the fennel bulbs of coarse outer leaves, quarter and discard the hard inside cores. Cut the bulbs into eighths and parboil in salted water for 12 minutes. Or, peel the broccoli stems, cut into 1/4-inch slices and parboil for 7 minutes, then add the heads and cook for another 4 minutes. Turn the fennel or the broccoli into a colander, refresh under cold water and squeeze by the handful to get rid of as much moisture as possible. Chop fine in the processor or by hand.

Saute' the shallots or scallions in butter until soft but do not let them color. Add the minced fennel or broccoli plus the minced fennel leaves or parsley and cook over low heat for 10 minutes, stirring occasionally.

Combine the bread crumbs, milk and cream in a bowl. Add the eggs and beat with a folk. Stir in the fennel or broccoli mixture, the parmesan cheese and salt and pepper to taste.

Butter the molds generously, line the bottoms with rounds of waxed paper cut to fit and butter the waxed paper. Sprinkle the molds with bread crumbs, turning each mold to line it with the crumbs. Fill the molds with the fennel mixture and place them in a shallow roasting pan. The molds can be covered with a sheet of waxed paper and refrigerated for several hours or overnight.

To cook the timbales, place the roasting pan in a 375-degree oven and pour boiling water into the pan to come a third of the way up the sides of the molds. Bake for 20 to 30 minutes, or until the mixture is firm and has drawn away from the sides. If the timbales are not to be served immediately, let them sit in the water bath on top of the stove. Run a knife around the sides, unmold onto a serving platter and peel off the paper. CHOCOLATE GLAZED CHESTNUT MOUSSE CAKE (8 to 10 servings) 18 to 20 ladyfingers (less than two packages) 2 17 1/2-ounce cans imported chestnut spread (also labeled "Cre'me de Marrons") 6 tablespoons dark rum 4 1/2 tablespoons cold water 1 envelope (1 tablespoon) plus 2 teaspoons plain gelatin 1 1/4 cups heavy cream 1 teaspoon vanilla 2 ounces unsweetened chocolate 2 ounces semisweet chocolate 2 tablespoons vegetable oil

Line a 9-inch springform pan with the ladyfingers, starting with the sides and filling in the bottom of the pan. If necessary, cut up ladyfingers to fill in any spaces on the bottom. Set aside.

Empty the chestnut spread into a mixing bowl and beat with an electric mixer until smooth. Add the rum and beat again until smooth. Place the water in a metal measuring cup and sprinkle the gelatin over it. When the gelatin is soft, place the cup in a small frying pan with an inch of water and heat until the gelatin is dissolved. Remove the cup from the water and set aside.

Beat the cream with the vanilla until stiff. Stir the gelatin into the chestnut mixture. Then fold in the whipped cream, being careful to incorporate it well. Pour the mixture into the lined springform pan and refrigerate for a few hours or overnight.

A few hours before serving, remove the sides of the pan. Trim the tops of the ladyfingers flush with the chestnut mousse, using a pair of sharp kitchen shears. Chop the chocolate and combine with the oil in a small, heavy saucepan. Heat, stirring ocassionally, over very low heat until the chocolate is just melted. Pour the chocolate over the top of the cake and with a metal spatula guide it across so that some of the chocolate dribbles down the ladyfingers on the sides. Refrigerate until serving. Slide the cake off the bottom of the springform pan onto a serving plate. Slice the cake with a knife that has been dipped into hot water.