Preheat oven to 425° F. In a food processor, combine bread, walnuts, and Parmesan; season with salt and pepper. Process until fine breadcrumbs form and transfer to a shallow bowl.
In another shallow bowl, beat egg white until frothy. Season chicken with salt and pepper. Dip each breast into egg white, letting excess drip off, and then into crumb mixture, pressing to adhere.
In a large nonstick ovenproof skillet heat oil over medium heat. Add chicken and cook until lightly browned, 1 to 3 minutes. Carefully turn chicken over and put skillet in oven. Bake until chicken is golden brown and cooked through, 12 to 15 minutes.
Serve chicken with lemon slices.