Drizzle chicken with olive oil and sprinkle with lemon pepper seasoning, coating all sides of the chicken evenly.
To bake the chicken:
Preheat oven to 400 degrees. Coat a baking dish with oil or nonstick spray and arrange chicken in a single layer. Cover with parchment paper, tucking the paper around the chicken so it is completely covered.
Bake for 30 to 40 minutes, until the chicken reaches 165°F when tested with an internal thermometer. Remove to a platter and tent with foil for 5 minutes.
To grill the chicken:
Preheat grill over medium-high heat for 5 minutes. Oil grates. Grill over direct heat, close the cover, and grill 5 minutes on each side, turning once.
Transfer to indirect heat and continue to cook until an internal thermometer inserted into the thickest part of the largest chicken breast reaches 165 degrees, 5 to 10 minutes longer.
To sauté the chicken:
Heat 2 tablespoons oil in a large skillet over medium-high heat until shimmering. Add chicken in a single layer and cook until browned on one side, about 5 minutes.
Flip chicken, reduce heat to medium, partially cover, and continue cooking until the internal temperature reaches 165°F on a thermometer, about 10 to 15 minutes.