Put the chicken between to pieces of plastic wrap and pound the chicken to an even thickness (~1/4″). Season with salt and pepper. Place a good sized dollop (~1 T) on each thigh and roll chicken around. Place seam side down on baking dish. Wrap each in a slice of prosciutto. Drizzle just a little olive oil on each roll and sprinkle a little fresh cracked pepper. Bake at 400, 20-25 minutes or until chicken is cooked through and juices run clear.
As the chicken cooks, cheese will ooze out all over the pan. So when the chicken is done, gently transfer them to another dish or serving plate. Add a little milk (~1/4 c) to the pan with the melty cheese, and whisk the milk into the cheese and juices to make a sauce. Warm on medium heat whisking to get up all the bits from the chicken. Serve the sauce spooned over the chicken rolls, and sprinkle over some parsley. One serving is 2 chicken thighs.