Preheat oven to 350 degree F. Skin chicken, if desired. Using a sharp knife, make a pocket in each breast by cutting horizontally from side to side, leaving edges intact. In a bowl combine mozzarella cheese, feta cheese, peanuts, and bacon. Spoon filling into pockets, packing lightly (pockets will be full). Place chicken, bone side down, in a 3-quart rectangular baking dish. Lightly sprinkle chicken breasts with salt, pepper, and paprika.