Preheat oven to 350 degrees.
In a small bowl combine olive oil, lemon juice, garlic, oregano, salt and pepper.
Butterfly cut the chicken.
Mix together feta and bacon.
Stuff each breast with feta and bacon mixture. Secure sides of chicken with toothpicks, if needed. (I did not need to do this.)
Pour oil mixture over top of breasts.
Bake uncovered for 30 - 35 minutes.