Insert a sharp paring knife into the thicker end of each chicken breast half and cut a lengthwise pocket carefully, making it as wide as possible without puncturing the sides. Wrap each stick of Saga Blue in a ham slice, enclosing it, insert the packages in the chicken pockets, and seal each opening well with a wooden pick. In a small saucepan, bring the Worcestershire sauce and the lemon juice just to a simmer, remove the pan from the heat and swirl in the butter. Grill the chicken, seasons with salt and pepper on an oiled rack set about 6" over glowing coals, basting it frequently with the sauce, for about 12 minutes on each side. (Do not baste the chicken during the last 2 minutes of grilling and discard any unused sauce. (Serves 2)