Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper or lightly grease it with cooking spray.
In a shallow bowl, combine the grated pecorino cheese, breadcrumbs, garlic powder, onion powder, oregano, salt, and pepper. Mix well.
In another shallow bowl, whisk the eggs with the olive oil and lemon juice until well combined.
Dip each chicken breast into the egg mixture, allowing any excess to drip off, then coat it in the pecorino breadcrumb mixture, pressing gently to adhere. Place the coated chicken on the prepared baking sheet.
Bake the chicken in the preheated oven for 25-30 minutes or until the chicken is cooked through and the crust is golden brown.
While the chicken is baking, prepare the creamy lemon sauce. In a small saucepan over medium heat, combine the heavy cream, lemon zest, and a pinch of salt. Stir continuously until the sauce is heated through but not boiling. Remove from heat.
Once the chicken is done, let it rest for a few minutes before slicing. Serve the chicken topped with the creamy lemon sauce and garnish with chopped parsley.