Feta- Apple chicken

So, there was a teensy-weensy little competition at the university that I work at, done like our version of the Iron Chef, and held by the catering company that runs our food service. Different departments and student groups competed and... we won! There were basic ingredients that we had to choose from and the rules were that we had to use chicken, and we got extra points for using shrimp.
We decided to go ahead and use the shrimp as an appetizer, and just make a shrimp cocktail. I had to make the cocktail sauce from scratch, so therein lies the challenge.
The feta I had to beg and plead for as it wasn't included in the original list of ingredients... but there was absolutely no cheese and how is one supposed to stuff a chicken breast without cheese?
Without further ado, here is the award winning recipe:

Feta-Apple-Walnut Stuffed Chicken Breast

4 boneless skinless chicken breasts
1/2 cup feta cheese
1 apple (cored, halved, and sliced - any variety except Red Delicious)
1/3 cup walnuts, chopped
wooden skewers
olive oil
salt
pepper

Preheat oven to about 400 degrees Farenheit.

Place each chicken breast between two sheets of plastic cling wrap and pound with mallet or random heavy object in kitchen until thin, while avioding placing holes in the meat.

Season chicken with salt and pepper.

Place roughly 2 tbsp of feta, 1 tbsp walnuts and three to four slices of apple slightly askew of the center in each breast. Roll up and secure with skewer.

Heat olive oil in large saucepan over medium flame. Place all four chicken breasts in saucepan, turning once, so that they are browned on both sides.

Remove chicken breast from heat once brown and place, on baking sheet or tray, in oven for about 15- 20 minutes.

TA-DAH! Award won.

Also just in case there's no cocktail sauce in the house and there needs to be in a hurry:

Cocktail Sauce

2/3 cup ketchup
juice of 1 lemon
3- 4 teaspoons of hot sauce

Combine and chill.