For the chicken and marinade: Mix up the oil, Worcestershire sauce, chile powder, garlic, lemon juice, onions and some salt and pepper in a bowl and pour into a resealable plastic bag. Add the chicken to the bag and marinate for at least 2 hours and up to 4.
Twenty minutes before cooking, fire up the grill.
For the sandwich bar fixins: Set out separate plates or bowls of the honey mustard, pico de gallo, crumbled bacon, tomatoes and red onions.
Grill the breasts for 2 to 3 minutes on the first side, then turn. Lay half a slice of cheese on each breast and grill until cooked through, a further 2 to 3 minutes.
Serve the chicken with rolls and fixins and let everyone build their own sliders.