Prepare Caribbean rub: Drop jalapeño and garlic through food chute with food processor on, and process until minced. Add parsley and next 6 ingredients (parsley through 1/8 teaspoon black pepper), and process until well-blended, scraping sides of bowl occasionally.
Prepare shish kebabs: Trim fat from chicken. Sprinkle 1 tablespoon thyme, 1/4 teaspoon salt, and 1/8 teaspoon black pepper over chicken; roll up. Place 2 (12-inch) skewers parallel to each other about 1/2 inch apart on a work surface. Thread 4 chicken rolls and 4 bell pepper pieces alternately onto the skewers. Brush 2 tablespoons Caribbean rub over kebab. Place kebab in a 13 x 9-inch baking dish. Repeat procedure with remaining chicken rolls, bell peppers, and Caribbean rub. Cover and marinate in refrigerator 3 hours.
Prepare grill. Place kebabs on a grill rack coated with cooking spray; grill 12 minutes on each side or until chicken is done.
Heat oil in a saucepan coated with cooking spray over medium-high heat until hot. Add remaining Caribbean rub; sauté 1 minute. Add rice, water, and broth; bring to a boil. Cover; reduceheat. Simmer 15 minutes or until liquid is absorbed. Let stand, covered, 10 minutes. Fluff with a fork.
Place 1 cup rice on each of 4 serving plates. Arrange 2 chicken rolls and 2 bell pepper pieces on top of rice; sprinkle each serving with 1 1/2 teaspoons coconut. Serve with lime wedges.
Note: If using wooden skewers, soak in water 30 minutes before assembling kebabs.