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 and 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.
