I love making boneless, skin-on chicken breasts. It's just so hard to find them in the stores already prepared that way, and the butchers seem reluctant to do it when I ask them. I've resorted to just de-boning the chicken breasts myself when I get home. It's not impossible, but it's a bit tricky. You just need to take your time and be patient, and make short strokes along the bone to gradually remove it without hacking the chicken all up. The other thing I look out for, are smaller chicken breasts - I try to stay in the 6-8oz range, not these monster chicken breasts that the big chain grocers sell. So if I plan on making something like this, I will hit up our local farmers market, where they also have meat vendors too.
Keep in mind that a lot of the fat itself is rendering off during the cooking process, so you aren't eating *all* of it by leaving the skin on. And you can certainly remove the skin as you are doing after the cooking process and be left with a really moist flavorful chicken breast. In that case I would probably rub the seasonings under the skin so you aren't losing them by removing it. But personally, I leave it on. I've also read on several sites that chicken fat itself is moderately healthier than many other fats we cook with - not by a lot, but something is better than nothing. Some folks even purposefully save all the chicken skin and render it down into clarified chicken fat, known as "schmaltz", and use it to fry and cook with.
If you are still concerned about the fat though, and want moist chicken, you may also want to try experimenting with brines. They're basically a mixture of water, sugar and salt that you soak the chicken in for a while before cooking. It changes the texture of the chicken a bit, but it also causes it to "plump" up with moisture. Some people love chicken prepared this way, while others prefer not to do it.
