Preheat the oven to 200 C / Gas 6. Make 4 large squares of foil.
Divide the vegetables into four and place in the centre of each foil square. Halve the lemon and slice 1 half into 4, then place a slice on top of the vegetables in each foil square.
Top each with a chicken breast and lay a sprig of thyme over each. Scrunch up the foil, leaving a small vent in the centre. Juice the other lemon half and mix with the oil, drizzle over the chicken through each of the small vents.
Place each of the foil parcels on a baking tray and bake for 25 to 30 minutes until cooked throughout.
Vegetables such as courgettes, red onion and asparagus work well too.