In a medium saucepan warm 1 Tbsp. of the olive oil over medium heat. Stir in onion and saute until translucent, about 8 minutes. Stir in tomato puree, tomato paste, Madeira, garlic, basil, oregano, and pepper. Bring to a simmer, reduce heat to very low, and cook for 25 minutes, stirring often.
While sauce is cooking, prepare the chicken. Sprinkle the chicken with pepper. In a shallow bowl, mix the bread crumbs and parmesan. Beat the eggs in another shallow bowl. Dip the chicken pieces into the egg, and then dredge them into the crumb-cheese mixture, coating them evenly.
Warm the remaining oil in a large heavy skillet over medium-high heat. Add the chicken and fry until golden on all sides. Reduce the heat to medium and continue to cook the chicken, turning regularly, until cooked through, about 10 minutes. Arrange the chicken on a serving platter. Pour some sauce over the chicken and pass the remaining.