For sauce, in a small bowl combine wine and the 2 teaspoons fresh or 1/2 teaspoon dried thyme. Set aside.
Place a chicken piece between 2 pieces of plastic wrap. Using the flat side of a meat mallet, pound the chicken lightly into a rectangle about 1/8 inch thick. Remove plastic wrap. Repeat with remaining chicken pieces.
Place a slice of prosciutto and one-fourth of the cheese on each chicken piece. Arrange one-fourth of the roasted pepper strips on cheese near bottom edge of chicken. Starting from bottom edge, roll up jelly-roll style; secure with wooden toothpicks. (At this point, chicken may be individually wrapped in plastic wrap and refrigerated up to 4 hours.)
Grill chicken on the rack of an uncovered grill directly over medium heat for 15 to 17 minutes or until chicken is tender and no longer pink, turning to cook evenly and brushing twice with sauce. Garnish with additional fresh thyme, if desired. Makes 4 servings.