Preheat oven to 425 degrees F (220 degrees C). Line a rimmed baking sheet with foil and grease it with cooking spray.
Butterfly each chicken breast. Lay it flat on a cutting board. With your knife parallel to the board, cut into the chicken breast about 3/4 of the way in. Open the chicken breast up like a book. Spread 1 and 1/2 tablespoons of goat cheese inside each breast. Lay the slices of sun-dried tomatoes on top. Finally, sprinkle on a tiny bit of chopped oregano on each breast.
Wrap each breast with two slices of prosciutto.
Place the breasts on the prepared baking sheet. Bake for 23 to 25 minutes, or until the chicken has reached 165 degrees F (73 degrees C). You can also cut into to chicken to see if it's still pink inside. If it is, bake it for a few more minutes.
Serve immediately with your favorite vegetables!