Prepare chicken and place in baking dish, but do not overlap. Sprinkle both sides with salt, pepper, and lemon juice. Pour melted butter over each piece. Pour sherry over the chicken.
Cover the baking dish with aluminum foil and place in a 400 degree oven for 30 minutes. When done, the chicken will be white and spring back when pressed with finger. (Do not overcook or the chicken will be dry and flavor lost).
Pour off the liquid from the baking dish and save. Keep the chicken warm while preparing the sauce.
Cook the butter and flour together for 2 or 3 minutes. Stir in the saved liquid and then the cream. Cook over medium heat until smooth and thickened,stirring constantly. Spread the sauce over the chicken. Sprinkle with the cheese and paprika. Return to the oven and bake until the surface is golden brown - about 5 minutes.