Preheat oven to 350 degrees F (175 degrees C). Lightly grease a large baking dish.
In a bowl, mix the ricotta cheese, walnuts, Parmesan cheese, bread crumbs, and oregano.
Loosen the skin on the chicken breasts to form a pocket, and stuff with the ricotta cheese mixture. Arrange the chicken breasts in a single layer in the prepared baking dish, and brush with oil.
Bake 45 minutes in the preheated oven, or until the chicken is no longer pink and juices run clear.