Preheat your oven to 375°F (190°C). Lightly grease a baking sheet with olive oil or cooking spray.
In a shallow dish, beat the egg. In another shallow dish, combine the breadcrumbs. Season with salt and pepper to taste.
Dip each turkey cutlet in the beaten egg, allowing any excess to drip off, then coat in the breadcrumb mixture, pressing gently to adhere the breadcrumbs to the turkey. Add the breaded turkey cutlets to the baking sheet.
In a glass measuring cup, add chicken broth, butter, and lemon juice. Heat this for 1 minute in the microwave. Immediately add the capers to the heated liquid and set aside.
Bake in the preheated oven for 10 minutes, then flip them and bake for 2-3 minutes, or until the turkey is cooked through and the breadcrumbs are golden brown and crispy.
Once the turkey cutlets are browned on both sides, remove the pan from the oven.
Pour the heated lemon caper sauce over the turkey cutlets in the baking sheet. Evenly distribute the capers on each cutlet piece.
Place the baking sheet back into the oven and cook for 3-4 minutes to allow the lemon caper sauce to absorb and flavor the cutlets.
Carefully remove from the oven, plate up the turkey cutlets, drizzle any leftover lemon caper sauce over each turkey cutlet, garnish with fresh parsley before serving.