If not using pre-roasted peppers, toss peppers on a baking sheet and into a 400 F oven or straight on the grill and let roast, turning once or twice with tongs, for about 20 minutes. Peppers will be ready to remove from heat when softening and presenting with blistered and black skin in places. Transfer peppers to a plastic zip-top bag and let steam in the bag for 20 more minutes, this will help the skin easily slip off. When cool to the touch, pull off the skin, remove the stem and slice open to rinse out the seeds.
On rimmed pan, set steaks out and layer the length of the steak with a handful of spinach and strips of hatch pepper. Place chunk of cheese in the middle of each.
Starting at one end, tightly roll up each steak, ensuring filling stays intact. Secure with toothpicks.
Roast in the center rack of oven at 400 F degrees for approximately 15 minutes, or until outside browning and cheese softening.
While steaks are cooking, add yogurt, cilantro, lime juice and zest to a small blender and pulse several times until cilantro is pretty well incorporated, but still some pieces. Season with salt and pepper, to taste.
Remove steak rollups from oven and let cool for 5 to 10 minutes before slicing crosswise and serving with a drizzle of sauce.