In a small bowl, mix together the olive oil, lime juice, garlic, chili powder, cumin, oregano, salt, cayenne and cilantro. Let it rest for a bit.
Put the chicken breast flat inside a 1 quart ziploc bag. Firmly pound the chicken using the smooth side of a meat tenderizer to an even thickness of about ¼ inch, which will be a tenderloin about 8" by 6". Slice them to get a minimum of 2 wide sections (for roll ups)
Place the chicken cutlets back into the freezer bag and pour the marinade over the top, roll/shaking until they are completely coated. Allow the chicken to marinate for a minimum of one hour to overnight.
Once the chicken has marinated, evenly place some bell pepper slices in the middle of each chicken cutlet, roll them up and secure each roll with a toothpick. Repeat this step until all the cutlets have been rolled up and place seam side down in a prepared baking dish.
Brush tops of chicken with remaining marinade and bake, uncovered, at 375 for about 25 to 30 minutes or until the juices run clear.