Preheat oven at 170°C. In a bowl mix together spinach, red capsicum, yellow capsicum and cheese. Place the chicken breasts on a chopping board and spread one forth of spinach mixture leaving one forth inch border all around the edge.
Tightly roll up the each chicken breast, starting with the short side and secure the ends with a toothpick. Heat olive oil in a pan.
Add chicken roulades, salt and black pepper powder and cook for five minutes rotating until browned on all sides. Remove roulades from pan and place on a sheet pan lined with foil.
Bake for fifteen minutes. To prepare the sauce place the cranberry juice, orange juice, one forth cup of water and sugar in small saucepan and boil.
Reduce heat and cook for fifteen minutes. Combine cornflour with two teaspoons of water and add to the sauce and simmer till the sauce thickens.
Remove from heat and add orange zest. Remove the toothpicks and serve the roulades topped with cranberry sauce.