Combine the oil, salt, pepper and oregano in a bowl and mix well.
Place the chicken in a deep container and pour the marinade on the chicken. Rub the marinade in the chicken.
Let marinade for 2 hours or overnight.
Heat an outdoor grill on medium heat.
Remove the chicken from the fridge and let warm up for 20 - 30 minutes.
Cook the chicken about 7 minutes per side.
Take off the grill and place on a cutting board.
Make a horizontal cut into the the middle of the breast. Make the cut almost all the way through but do not cut all the way through.
Meanwhile, cut the cheese in thick, approximately 1/4 inch, slices lengthwise.
Take the cheese and insert into the chicken cavity you created with the cut.
Place on a baking tray and cook in a 325 degree oven for 15 minutes.
This should provide a good melt on the cheese and cook the chicken all the way through.
Serve and enjoy!