Lay the chicken thighs flat with the boned side facing upwards. Season each one with a little salt and pepper. Place one-quarter of a bocconcini and a basil leaf in the centre of each one and roll the chicken up to enclose the filling. Wrap each thigh in a slice of prosciutto and thread on to 8 metal skewers, allowing 2 skewers per 2 parcels (making them easy to turn).
Cook the skewers on the flat plate of a hot gas barbecue for 8 minutes on each side until the mozzarella starts to ooze. (For a charcoal barbecue, cook directly on the rack.) Wrap in foil and set aside to rest for 5 minutes. Take care when handling the skewers as they will be very hot.
Meanwhile, cook the lemon halves, cut-side down, for 5 minutes until charred and tender.
Serve the skewers drizzled with the lemon juice.