Combine apple and 1/8 teaspoon pie spice. Place a fourth of the apple mixture on each breast. Fold in sides and roll up each half starting from a narrow end. Secure with wooden toothpicks. Sprinkle with additional apple pie spice.
Place in a 10x6x2 inch baking dish. Bake, uncovered, in a 350 degree oven for 25 to 30 minutes until tender and no longer pink. Remove picks.
In a small saucepan cook onion in margarine until tender. Stir in flour and dash pepper. Add milk. Cook and stir till thickened and bubbly; cook and stir 1 minute more. Stir in cheese till melted.
Serve sauce over chicken rolls. Serve with rice or on a bed of rice, if desired.