Cut down the middle of each pepper lengthways to open up the peppers, be careful not to cut all the way through.
If you prefer a less fiery dish - using your hands, pull out the membrane and seeds. Be careful not to tear the peppers when doing this.
Once you have pulled the membranes of the peppers away, you should be able to shake the seeds out.
Divide the prosciutto into 12 equal parts, then push 1 part into each pepper.
Do the same with the cheese, making sure to fill each pepper with as much cheese as you can.
Place stuffed peppers on a baking tray then drizzle with oil.
Place under a hot broiler (on the middle tray in your oven) for approx. 10 minutes, but watch carefully as the heat from a broiler can be unpredictable.
Once skins of the peppers become charred, remove from broiler.
If necessary, slowly reheat cheese sauce, and if needed add a little milk to get the sauce to a pourable consistency.
Plate two or three peppers per person, then pour sauce over peppers sparingly and garnish with a sprinkle breadcrumbs.
Serve immediately.