Roast the peppers: Place peppers under the broiler and char on all sides. Put in plastic bag and freeze 10 minutes. Remove from freezer, rub off peel, then slit to remove seeds under running water.
Preheat oven to 400 degrees F.
In a sauté pan, sauté onion, shrimp and cilantro until the shrimp are almost cooked, about 5 minutes. Place in mixture in a bowl, add the cheese and set aside.
Lay prepared chicken breasts flat, skin-side down. Season with salt and white pepper. Layer each breast with one pepper and 2 to 3 tablespoons shrimp/cheese mixture over pepper. Roll each breast tightly to form a cylinder. Tie each cylinder in 3 places, both ends and in the middle.
Heat about 1/4 inch of oil. Lightly brown chicken breasts, on all sides. Remove from heat, transfer to an ovenproof dish and bake for 10 minutes until golden brown. Remove from oven. Cut strings and slice chicken into 1-inch roulades (rounds). Drizzle a few tablespoons of Creamy Shrimp Sauce onto a plate and arrange the roulades on top of the sauce. Serve warm.
Creamy Shrimp Sauce: In a saucepan over medium-high heat, combine shallots and wine. Cook until reduced by three-fourths. Add stock/broth and shrimp and cook until reduced by half. Add the cream and reduce again by half. Whisk in the butter by tablespoons. Cook until butter melts and sauce is well blended. Remove from heat.