Light your grill and aim for about 275-300 degrees with direct heat.
Prep the peppers by drizzling with olive oil and seasoning with salt and pepper. Leave the peppers whole, but chop the onion in half, leaving on the outer layer, and season with oil, salt, and pepper. Leaving on the outer layer of the onion will help hold it together while grilling. Place the onion cut side down on the grates and place the peppers on the grate. Turn the peppers every few minutes. Once slightly charred, remove the peppers and onion and set aside.
Slice the cheese into small slices so they can be stuffed into the chicken bomb. Chop the onions and peppers into small slices.
If you got chicken breast and it is thick, slice it in half first, then flatten it out using a tenderizer or cover with plastic wrap or parchment paper and flatten it with a heavy pan. Place chicken into a bowl and season with some salt and chili powder.
Assemble chicken rolls with onions, peppers, and cheese on the inside and roll them up. Use toothpicks to hold them closed.
Grill the fajita chicken bombs until chicken is cooked to 165 degrees internal temperature. Serve with sour cream as a dipping sauce. Serve in a cast iron skillet with extra peppers and onions.