Melt butter in a pan over medium-high heat. Add green onions, jalapeno, garlic, and salt. Cook and stir until vegetables just start to soften and sweeten, 3 to 5 minutes.

Transfer mixture into a mixing bowl and let cool until just barely warm, or room temperature. Sprinkle in feta cheese and parsley. Season with pepper and cayenne. Add bread crumbs and stir the stuffing until combined.

Preheat the oven to 425 degrees F (220 degrees C).

Insert the tip of a knife midway along the wider edge of each breast, on the side opposite the tender. Rotate knife through the chicken to carve a pocket inside, keeping knife as still as possible so that opening stays about 2 inches wide. Push stuffing into the pockets.

Season outsides with salt and pepper. Wrap bacon around the chicken until it is about fully covered, tucking ends underneath. Heat olive oil in an oven-proof pan. Add the chicken breasts and any extra stuffing.

Roast in the preheated oven until an instant-read thermometer inserted into the centers reads at least 155 degrees F (68 degrees C), about 30 minutes. Squeeze lemon juice into the pan, scrape up the browned bits from the bottom, and spoon sauce over the chicken.