Cut some of the cheese into 8 slices, and reserve part of it for the cheese sauce. Place 1 chicken breast between two sheets of wax paper. Working from the center to the edges pound with a meat mallet until flat and rectangular shaped. Repeat with remaining breasts. Wrap the flattened chicken breasts around cheese. Secure with wooden picks or uncooked spaghetti noodles.
Combine the bread crumbs, parmesan cheese, salt, cumin and pepper. Roll the secured chicken pieces in the melted butter and then in the bread crumb mixture. Place chicken breasts in a 13 x 9-inch baking dish, but don't crowd them. Drizzle the remaining butter over all eight of the breasts. Refrigerate for 1 hour or freeze to bake later (baking time will be increased by about 5 to 10 minutes).
Bake in a preheated 400ºF (205ºC) oven for 25 to 30 minutes or until chicken is done.
Make a roux with butter and flour. Add about 1 cup milk. Bring to a simmer. Add cheese and lower the heat, stirring constantly so cheese does not burn. Add milk as needed to thin out the cheese sauce. Dice bell peppers.
When chicken is done, pour some cheese sauce over top and sprinkle with diced peppers.