In skillet, heat oil over medium heat then brown chicken pieces in a single layer, about 8-10 minutes per side. Place all chicken into skillet, cover and cook for 5 minutes. Remove chicken and place into casserole dish (or into 2 or 3 casserole dishes, per size needed for your family). In skillet, add sherry, wine, orange peel, lemon juice and cream. Bring to a boil, stirring constantly, then pour over chicken in casserole(s).
Cool and freeze.
On serving day
On cooking day, thaw overnight in refrigerator. Preheat oven to 350F. Sprinkle casserole with Swiss cheese, top with lemon slices and heat for 30-40 minutes (adjust time accordingly if you divided it into smaller casseroles). Use broiler at end of cooking time if you prefer cheese browned. Serve.