Combine goat cheese, basil, pesto and lemon peel in a small bowl. Add milk, 1 tablespoon at a time. Stir in lemon juice to thicken the sauce. Set aside.
Step
Brush chicken with oil; season with salt and pepper. Grill or broil chicken, 4 to 5 minutes per side or until meat thermometer inserted in center registers 170°F.
Step
To serve, spoon 2 tablespoons sauce over chicken breasts.