I like to first sear the chicken breasts in a pan because it locks in the flavor.
If you just want to pop them straight into the oven, I like how Gayle McLeod does it.
She first grills her bacon in the oven.
When she is done, she uses the same baking tray and parchment paper to grill her chicken on.
In this way the chicken absorbs the bacon fat from the outside and it helps to crisp the outside of the chicken.
In this video she makes chicken rolls with cheese, broccoli and bacon.
When you watch her thinning out her chicken, you will see why I prefer butterflying the chicken.
It gives me a thinner piece of meat without hammering the chicken and I find it to be less messy.
Off course both methods work well, so figure out which method works best for you