Lift skin gently from chicken breasts without detaching it; place 2 garlic cloves under skin of each breast. Replace skin.
Rub breasts evenly with olive oil, and sprinkle with salt, pepper, and oregano.
Place lemon slices in a 13- x 9-inch baking dish, and arrange chicken breasts over lemon. Sprinkle olives around chicken.
Bake at 350° for 45 minutes or until done. Remove from oven, and sprinkle with feta cheese. Garnish, if desired.