Preheat the oven to 350 degrees F.
In a medium bowl, combine the bread crumbs, cheeses, egg, basil, parsley, and rosemary.
Place each chicken thigh between two pieces of wax paper; flatten by rolling two or three times with a rolling pin.
Place 1/8 of the cheese filling in the center of each thigh and spread evenly on the surface. Fold the thighs in half over the filling to cover it, then tie in 2 or 3 places with kitchen string. (You can also secure with several toothpicks if string is unavailable.)
Season with salt and pepper.
Place the stuffed thighs in a casserole dish; (dish should be large enough that chicken thighs do not touch each other). If making ahead, cover and refrigerate until ready to cook.
Cook for 30-35 minutes, or until golden brown.
Let the chicken rest in the dish for 10 minutes, remove the strings (or toothpicks), and serve.