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 1/4 inch thick. Remove plastic wrap. Place two prosciutto slices atop each breast half.
Apple Mixture: Combine apples with spices. 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.
Place in a glass 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.
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