- Remove the tenderloin from each chicken breast half. Fillet each chicken breast half into 2 slices. Pound each piece of chicken, including the tenderloins, to 1/4-inch thickness. Place chicken in a bowl and pour in enough milk to completely cover chicken; soak for 30 minutes.
- Mix bread crumbs, Pecorino Romano cheese, and parsley together in a bowl. Remove chicken from milk and dredge through bread crumb mixture until each piece is evenly coated.
- Heat olive oil in a large skillet over medium heat; cook chicken in the hot oil until lightly browned, 2 to 3 minutes per side.
- Preheat oven to 350 degrees F (175 degrees C). Lightly butter a baking dish.
- Transfer chicken to the prepared baking dish, reserving 1 tablespoon olive oil in the skillet. Sprinkle salt and pepper over chicken. Place 1 slice lemon onto each chicken piece.
- Pour wine into the skillet with reserved olive oil; bring to a boil while scraping the browned bits of food off of the bottom of the pan with a wooden spoon. Add chicken broth and lemon juice and boil until reduced by half, 5 to 10 minutes. Pour wine mixture over chicken and drizzle brandied orange liqueur over each.
- Bake in the preheated oven until chicken is no longer pink in the center and sauce is bubbling, 20 to 25 minutes.