1. Preheat oven to 475°. Stem and seed bell peppers and thinly slice lengthwise. Place in a 9- by 13-inch baking dish and bake until tinged brown, about 15 minutes.
2. Meanwhile, trim fat from chicken, fold together the halves of each thigh to make a neat bundle, then wrap each with a chili piece.
3. Place chicken bundles on top of bell peppers; bake for 15 minutes. Smoothly blend sour cream with cornstarch and spoon over bundles. Continue to bake until chicken is no longer pink in center (cut to test), about 8 minutes.
4. Broil chicken 3 inches from heat until sour cream is speckled brown, about 2 minutes. Lift chicken and vegetables to a platter or to 4 individual plates; pour pan juices into a small pitcher. Serve chicken with hot cooked rice and pan juices. Season to taste with salt and pepper.