Yes, it works quite nicely. Bone-in allows the flavors to develop more as it cooks longer. You also get the color of the crispy skin. If you are serving bone-in breasts, ask your butcher to cut each one in two pieces for better portion sizes.   When you prepare this with bone-in chicken pieces, double the cooking time and add the lemon slices halfway through the cooking process. If you like your lemons slices really toasty (like me) add them at the beginning of the cooking process.