Heat oil in skillet over medium-high heat. Season chicken with salt and pepper on both sides. Lay each piece out flat and top with slice of cheese. Roll as tightly as possible then dredge in flour. Add rolled chicken to hot oil until golden-brown on all sides, turn carefully so as not to unroll chicken. (Some cheese may ooze out of ends. This is ok as long as it doesn't begin to burn.)
Once chicken is golden brown, and cooked through (about 5 minutes per side), remove to a plate and cover to keep warm.
Drain off all but 1-2 Tbsp olive oil from pan. Place back over medium-high heat and add shallot. Sauté about two minutes, scraping up browned bits from bottom of pan. Add garlic, sauté another minute, then add wine, continuing to scrape bottom of pan.
Add chicken stock and capers, continuing to simmer until sauce is reduced by half and slightly thickened. Taste and adjust seasoning with additional salt and fresh ground pepper, if desired. Add chicken back into pan to warm, spooning sauce over top, 1-2 minutes. Serve sprinkled with flat leaf parsley over polenta or pasta, if desired.