Place the olive oil in an 8x8 glass baking dish. Place the chicken breasts in the dish, coating each side with oil. Squeeze the juice of 1/2 lemon over all. Slice the rest of the lemon and place a lemon slice on top of each chicken piece. Bake in the preheated oven for 30 to 40 minutes until brown.
In a large skillet, melt the 1/4 cup butter or margarine. Add the sliced mushrooms. Cook and stir until the mushrooms are brown and have exuded their juices, about 6 minutes. Sprinkle with the flour and blend. Add the chicken broth, stirring to make a medium thick sauce. Allow to reduce, adjusting with a little more broth to make a creamy sauce. Add fresh parsley at the last minute.