In a small bowl, combine the cheese, confectioners' sugar and pepper. Cut a slit in each apricot; fill with cheese mixture. Cut each slice of prosciutto in half lengthwise; wrap a piece around each apricot and secure with a toothpick.
Place in an ungreased 15x10x1-in. baking pan. Bake, uncovered, at 425° for 15-20 minutes or until heated through. Refrigerate leftovers.