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For the filling, mix the butter, cheese and oil in a small bowl, then stir in the garlic and parsley. Season with a pinch of cayenne and salt , and generously with black pepper. Cover with cling film and chill in the freezer for 30 mins while you prepare the chicken.
Mix together the panko crumbs and flour. Heat a large, non-stick frying pan, tip in the crumb mix and toast in the dry pan for a few minutes or until turning pale brown – stir regularly so they brown evenly and don’t burn. Tip the crumb mix into a bowl, season with pepper and set aside.
Butterfly each chicken breast without cutting all the way through, so you can then open them out flat, being careful not to make any other cuts in the flesh that the filling could escape from. Lay each breast between two pieces of cling film and bash with a rolling pin to a thickness of about 5mm. Peel off and discard the top piece of cling film and season each breast with pepper. Place a quarter of the filling in the middle, then bring both the shorter ends of the chicken in slightly so they cover each side of the filling. Now bring a long side up and carry on rolling up to make a tight package – use the cling film to help , and keep the ends tucked in as you go. Wrap each kiev tightly in the cling film and chill in the fridge for about 30 mins (or overnight if you prefer).
Heat oven to 230C/210C fan/gas 8. Tip half the crumb mix onto a large plate. Put the buttermilk in a shallow dish and season with pepper. Remove the cling film from two of the kievs, coat each in the buttermilk, then roll in the crumbs to evenly coat all over. Pat them on the ends too, to coat and keep well sealed. Repeat with the remaining two kievs.
Heat 11/2 tsp of the oil in a small nonstick frying pan. Add two of the kievs and fry for 1½ mins over a medium-high heat, without moving them, adjusting the heat if necessary so they don’t burn. Turn them over, pour in another ½ tsp oil to cover the base of the pan and fry for 1 min more to brown the other side, carefully turning so all sides are becoming golden. Remove with a wide spatula and lay in a shallow baking tin lined with baking parchment. Wipe any crumbs from the pan, then repeat with the rest of the oil and chicken.
Bake the chicken in the oven for 15 mins until cooked and crisp. Serve with lemon wedges and watercress. If any juices have managed to escape during cooking, simply drizzle them around the chicken once served.
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