Rinse chicken, pat dry. Place each breast half between 2 pieces of plastic wrap. Pound from the center to the edges with the flat side of a meat mallet till ¼ inch thick. Remove plastic wrap. Place one prosciutto slice atop each breast half.
Combine apple ad 1/8 teaspoon pie spice. Place a fourth of the apple mixture on each breast. Fold in sides and roll up each half starting from a narrow end. Secure with wooden toothpicks. Sprinkle with additional apple pie spice.
Place in a 10x6x2 inch baking dish. Bake, uncovered in a 350 degree oven for 25 to 30 minutes until tender and no longer pink. Remove picks.
In a small saucepan cook onion in margarine until tender. Stir in flour and dash pepper. Add milk. Cook and stir till thickened and bubbly; cook and stir 1 minute more. Stir in cheese till melted. Serve sauce over chicken rolls. Serve with rice or on a bed of rice if desired.
