Sprinkle chicken with salt and pepper. Wrap each chicken breast with 2 slices of prosciutto.
In a saucepan (I used a Dutch oven) heat oil on medium heat. Add the chicken to the pan and saute each side for about 5 minutes or until the prosciutto is browned and slightly crispy. Watch carefully to ensure it doesn't burn. Remove from pan and set aside.
Add red and green peppers,onion and garlic to the same pan and saute until soft, 3-5 minutes. Season with salt and pepper.
Add the wine and simmer until reduced by half, about 3 minutes.
Add the tomatoes with juice, spices and the Bay leaf, bring to a simmer, then add the chicken back to the pan.
Continue simmering over medium heat, until the chicken is cooked through, about 30 minutes. Remove Bay leaf.
Using tongs, transfer chicken to a platter. If necessary, boil the sauce until thickened, about 3 minutes.
Spoon sauce onto a plate, top with chicken and more sauce, or serve over pasta or rice.