Heat the oven at 400ᵒ. Heat the vegetable oil in a large ovenproof sauté pan over high heat until very hot. Add the chops to the pan and cook them without moving them until nicely browned on one side, 2 minutes. Turn the chops over and put the pan into the oven. Cook the chops to medium rare, 8 to 11 minutes, (depends on oven). The chops should feel almost firm when pressed with fingers.
Take the meat out of the oven and out of the pan. Let the meat rest covered loosely with aluminum foil, in a warm place while the sauce is been prepared. Add the capers and cornichons to the pan and cook for a minute.
Add the sherry, bring to a boil and let it boil for a minute or two, to burn off the alcohol.
Add the chicken stock and bring it to a boil, stirring with a wooden spoon to scrape up any browned bits. Cook over medium heat until the liquid is reduced by half.
Whisk in the butter and incorporate well.
Add the parsley and cream. Salt and pepper if needed. Put the chops and any accumulated juices to the pan briefly to warm up the meat.
Put the chops on a plate, pour the sauce over it and make sure that the capers and cornichons are divided amongst the two plates.
Giangi's Kitchen provides nutritional information, but these figures should be considered estimates, as a registered dietician does not calculate them.