Preheat oven to 400 degrees F. Tear off four double sheets of foil, about 12-inches long each.
Place about 3 slices of lemon onto each foil. Fold up all 4 sides of each sheet of foil, forming each into a packet.
Season both sides of each chicken breast with salt and pepper (and also paprika if desired).
Lay one breast onto each foil sheet (on top of the slices of lemon).
Drizzle each with the juice of one half of a lemon and 1 tablespoon of olive oil.
Halve or quarter the artichoke hearts and distribute among the foil packets along with the whole olives, fitting them in on the sides.
Top each chicken breast with remaining slices of lemon, and one sprig of rosemary for each.
Fold the sides of each foil sheet over the chicken, covering completely, and then sealing the packets closed.
Place foil packets in a single layer on a baking sheet and bake for about 25-28 minutes.
Right before serving, open the foil packets and sprinkle one tablespoon of feta cheese over each chicken breast.