1. Place the chicken breast halves, one at a time, between pieces of heavy plastic wrap. w/a heavy skillet, meat mallet, or rolling pin, pound the chicken to an even thickness of less than 1/2". Season the chicken w/salt and pepper.
2. Place a quarter of the prosciutto, basil, red pepper, and cheese in the center of each piece of chicken, then roll into a cylinder, tucking in the ends. Secure each chicken roll w/a toothpick, though the chicken will tend to stay closed on its own.
3. In a lg. skillet w/a lid, heat the oil. Cook the chicken over med heat, turning carefully w/tongs so all sides are golden and the chicken is nearly cooked through, about 12 min total. Transfer the chicken to a plate.
4. Add the Marsala and broth to the skillet, stirring up browned bits clinging to the bottom. Bring to a boil, then return the chicken and accumulated juices to the skillet. Cover and simmer until the chicken is cooked through, about 5 min longer. Uncover, raise the heat to high and reduce the sauce slightly about 1 min. Season the sauce w/salt and pepper.