Heat grill. Sprinkle chicken with lemon-pepper seasoning.
When ready to grill, place chicken on gas grill over medium heat or on charcoal grill 4 to 6 inches from medium coals. Cook 12 to 15 minutes or until chicken is fork-tender and juices run clear, turning once.
Melt 1 tablespoon of the butter in small saucepan over medium heat. Stir in flour; cook and stir 1 minute. Stir in wine and capers; cook 2 minutes or until mixture is slightly thickened, stirring constantly. Remove from heat; stir in remaining 2 tablespoons butter. Serve sauce over chicken.