Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a shallow bowl, combine the grated Pecorino Romano cheese, breadcrumbs, garlic powder, oregano, salt, and black pepper. Mix well.
In another bowl, whisk together the eggs, Dijon mustard, and lemon juice until smooth.
Place the flour in a third shallow dish. Dredge each chicken breast in the flour, shaking off excess, then dip into the egg mixture, and finally coat with the cheese and breadcrumb mixture. Press gently to adhere the coating.
Heat the olive oil in a large skillet over medium-high heat. Add the coated chicken breasts and cook for about 3-4 minutes on each side, until golden brown.
Transfer the chicken to the prepared baking sheet and bake in the preheated oven for 15-20 minutes, or until the chicken is cooked through (internal temperature should reach 165°F).
While the chicken is baking, prepare the creamy lemon sauce. In the same skillet used for the chicken, add the heavy cream and lemon zest. Bring to a simmer over medium heat, stirring frequently. Cook for about 5 minutes until slightly thickened. Season with salt and pepper to taste.
Once the chicken is done, remove it from the oven and let it rest for a few minutes. Serve the chicken topped with the creamy lemon sauce and garnish with chopped parsley.