In a large bowl, whisk the olive oil, the lemon juice and the salt and pepper together. Let the chicken sit in this marinade for at least 30 minutes.
In a large skillet, over medium high heat, grill the chicken cutlets until golden brown (about 3 minutes each side). You don't need to add oil to the skillet because the marinade already has oil.
In another skillet, over medium heat, add the cream cheese, the heavy cream and the lemon juice and whisk everything together. Let it simmer, stirring constantly, until lightly thickened (about 10 minutes).
Drizzle the sauce on top of the chicken and serve.