Preheat oven to 350 degrees. Line a 9x13 inch baking pan with aluminum foil so that aluminum foil is about 4" higher that the top of each edge.
Mix together chicken broth, lemon pepper seasoning, paprika, salt, and olive oil. Pour mixture in bottom of prepared baking pan.
Cut chicken so that it's about 3/4" thick. Cut vertical slices about 3/4 of the way through the chicken, every 3/4 to 1 inch (this is where the apples and cheese go, you can see in the photos).
Core apple and cut remaining apple into slices about 1/4" thickness. Place 1 slice of apple into each of the cuts in the chicken.
Cut deli cheese into about 1/2" width strips. Place cheese slices next to apple in chicken.
Put cheese and apple filled chicken into prepared baking pan. Fold up aluminum foil on all sides so that chicken is covered with the foil. If you have space remaining, use another piece of foil to cover. Do not let the foil touch the cheese or tops of the chicken.
Bake for 30 minutes, until chicken is cooked through.