Preheat deep fryer to 380 degrees Fahrenheit.
Butterfly and lightly pound chicken breasts. In a separate bowl mix together crumbled feta, thyme, lemon zest and garlic. Place a generous amount of feta mixture in the center of each chicken breast. Roll up breast and close with a small metal skewer. Dredge in flour. Coat with egg wash. Roll in a mixture of breadcrumbs and chopped parsley.
Place chicken in deep fryer. Allow to cook for at least 8 to 10 minutes until fully cooked.
Breadcrumb coating should be dark golden brown and chicken should be firm to the touch.