1. To make red pepper coulis, heat broiler. Line a broiler pan with foil. Broil peppers, cut side down, until skin is evenly charred, 10 minutes. Wrap peppers in foil and let stand until cool enough to handle, 20 minutes. Remove skin with a knife and discard. Transfer peppers to a blender with olive oil, sugar, thyme, vinegar, and salt and puree until smooth. Transfer to a small bowl. Makes 1-1/3 cups.
2. Turn oven down to 450 degree F. Place potatoes in a 9-inch-square baking pan. Toss with oil, salt, and pepper and roast, turning occasionally, until potatoes are tender and golden, 20 to 25 minutes. Sprinkle potatoes with Parmesan cheese and toss to coat. Let cool to room temperature.
3. Cut each slice of prosciutto in half lengthwise, then fold halves lengthwise again. Wrap a prosciutto slice around the middle of one potato half and fasten with a toothpick. Repeat with remaining prosciutto and potatoes. Serve with red pepper coulis. Makes 24 wedges.