This is how I did it when running a set of HDMI cables to a wallmount plasma..
I cut a channel (carefully!) with a plasterboard saw. Then, removed the plaster and placed the cables in the empty channel.
Finally, I "padded" the channel with some bits of cardboard and mixed some fresh plaster in. You could use filler, but IMO it gives a nicer finish if you re-fill with plaster and you aren't faffing around sanding and reapplying as you would with filler.
Wait about 12-24hrs for it to fully dry (depending on the depth), give it a quick rub down with wet and dry and re-paint it. Violá!
If you want to check out my
wallmount thread, it will reveal all
Good luck