Pepper (as in Bell Pepper) Rolls

I plan to make these for July 4th which will be celebrated with a big BBQ at my parents. I made these before and received great feedback. I may even get little American flags and affix them to the toothpicks. If you don't want to roast the peppers from scratch I am sure you can buy the jarred varierty and just drain them well.
1 large red bell pepper
2 oz Cheddar, grated
1 oz Parmesan, grated
2 tblspn mayonnaise
2 tblspn finely chopped fresh parsley (these next 3 ingredients don't NEED to be fresh, just use 1/3 if using dried)
1 tsp chopped fresh thyme
1 tsp chopped fresh oregano
2 drops Tabasco sauce
Salt & Pepper
10 slices fresh bread (I used white the first time but this time I will be using whole grain)
Melted butter
Paprika

Halve the red pepper, remove the seeds and membrane. Cook skin side up on a baking sheet under the broiler until the skin is black and blistered, turning once. Place in a bowl and cover with saran wrap for about 15 minutes until cool, then peel skin and discard. Finely chop the pepper and combine with cheeses, mayo, herbs, Tabasco, salt & pepper.

Cut the crusts from the bread, flatten the slices with a rolling pin and brush both sides with melted butter. Spread the pepper mixture on each slice, leaving a 1/2 inch border. Roll up & secure with toothpicks. Cover and refrigerate for at least 2 hours. Preheat oven to 350. Cut each roll in half and secure with toothpick. Bake for about 10-12 minutes or until the rolls are crisp and pale golden. Sprinkle with paprika and serve warm.

IN ADVANCE: These can be prepped and refrigerated up to a day in advance and baked just before serving.