In a small saucepan over medium to medium-high heat, combine the heavy cream, garlic, lemon juice and lemon pepper seasoning. Slowly bring to a gentle boil, and then reduce the heat to low to simmer. Once the sauce starts to simmer and has small bubbles around the edge of the pan, add the Parmesan cheese. Mix until the cheese is melted and incorporated into the sauce. Continue to let simmer, stirring occasionally while you prepare the chicken.
Set up two shallow bowls. In one bowl, crack the egg and fork whisk to make an egg wash. In the second bowl, combine the parmesan cheese and dried Italian seasoning. Coat the chicken with the egg wash and then liberally coat with the parmesan mixture. Repeat this process with each piece of chicken.
Heat the olive oil in a large skillet over medium to medium hight heat. Once the pan is heated and the oil is hot, add the chicken to the pan. Cook for 5 minutes or until crispy and golden brown on the bottom. Flip and cook for 3 to 5 minutes, or until the other side is golden brown and crispy. (Only flip the chicken once during cooking to ensure that the breading stays on.)
Remove the chicken from the pan and top with the sauce.