Combine chutney ingredients and let stand 30 minutes to allow flavours to meld. With a small, sharp knife, cut a pocket in the top end of each chicken breast. Remove lemon from top of cheese and finely chop.
Mix back into cheese. Place cheese into a small piping bag fitted with plain tip. Pipe cheese into the pocket you made in the chicken. Brush chicken with vegetable oil, then sprinkle with spices and salt and pepper. Grill over medium-high heat 4-5 minutes per side, or until cooked through. Divide chicken among plates and serve chutney alongside. A mixed green salad would go nice with the chicken.
Note: Saltspring Island Goat Cheese could replace the Sheep Cheese in this recipe.