Remove tenderloins from chicken breasts and slice each breast into two thin pieces. Pound to 1/4-inch thickness.
Place chicken in a bowl, cover with milk, and soak for 30 minutes.
Mix bread crumbs, Pecorino Romano, and parsley in a bowl. Remove chicken from milk and coat evenly in breadcrumb mixture.
Preheat oven to 350°F (175°C) and lightly grease a 9x13-inch baking dish.
Heat olive oil in a skillet over medium heat. Brown chicken 2–3 minutes per side. Transfer to baking dish. Season with salt and pepper. Top with lemon slices.
In the same skillet, add white wine and bring to a boil while scraping browned bits. Add chicken broth and lemon juice. Simmer 5–10 minutes until reduced by half.
Pour sauce over chicken and drizzle orange liqueur on top.
Bake 20–25 minutes until chicken reaches 165°F and sauce is bubbling.