Preheat oven to 400 degrees F. Line a shallow-sided baking dish with parchment. Lay the sole fillets out flat on a work surface. Combine the feta and olives in a bowl. Divide and place the feta/olive mixture at one end of the sole. Roll the sole into cylinders and place in the baking dish; drizzle and sprinkling with the oil, lemon juice, salt and pepper.
Place the sauce ingredients, except basil, in a pot; loosely cover and gently simmer 12 to 15 minutes. While this occurs, cover and bake the fish for 15 minutes, or until cooked through. Swirl the basil into the sauce. Divide the sole among 4 plates and spoon some of sauce over top; garnish with basil sprigs and serve. Serve the rest in sauceboat alongside.