Preheat the oven to 200°C/gas mark 6. Put the potatoes, fennel and red onions in a baking dish, drizzle with the olive oil and cook in the oven for 25 minutes.
Meanwhile, using a sharp knife, make a horizontal slit in the side of each chicken breast fillet to form a pocket. Stuff each pocket with the soft cheese.
Reduce the oven temperature to 180°C/gas mark 4. Arrange the chicken on top of the vegetables in the baking dish and top with the lemon slices. Return to the oven and cook for a further 20 minutes until the chicken is cooked through with no pink colour remaining.
Meanwhile, combine the tomatoes, spring onions and chilli in a bowl. Whisk together the sugar and vinegar, season with black pepper and mix into the tomato mixture. Scatter over the top of the dish and serve.