Heat coals or gas grill for direct heat. In small bowl, mix cheese, lemon peel and oregano.
Cut four 18x12-inch sheets of heavy-duty foil. Place 1 chicken breast, 3 tomato slices, 1/4 cup onion and 5 olives on one side of each sheet of foil. Spoon one-fourth of cheese mixture over chicken and vegetables on each sheet.
Fold foil over chicken and vegetables so edges meet. Seal edges, making tight 1/2-inch fold; fold again. Allow space on sides for circulation and expansion.
Cover and grill packets over medium heat 20 to 25 minutes or until juice of chicken is clear when center of thickest part is cut (170°). Place packets on plates. Cut large X across top of each packet; fold back foil.