Remove tenderloin from each breast half and save for another use. Fillet each half into two slices to yield 12 pieces. Use flat side of a meat tenderizer mallet to gently pound each piece of chicken to a uniform thickness. Soak all pieces in milk for 10 minutes. Mix bread crumbs, cheese and parsley. Dredge each piece of chicken in mixture making sure each slice is well covered. Add olive oil to large skillet and quickly braise breasts on each side until lightly browned. Do not overcook.
Place chicken in lightly buttered oblong baking dish and salt and pepper to taste. Place one slice of lemon on top of each piece of chicken. Remove all but 1/4 c. oil, leaving residue from chicken. Add white wine and boil until liquid is reduced by 1/2. Add broth and lemon juice, boil until liquid is reduced by 1/2 again. Pour sauce over chicken slices (you may increase amounts of broth, etc if you like more juice). Drizzle Grand Marnier over each slice of chicken according to taste (approx. 1/4 c.) The sauce thickens a little when reduced.
Bake at 350 degrees for 20-25 minutes (till bubbly).