Heat 1 tablespoon oil in a large non-stick frying pan over medium-low heat.
Cook the onions for 8–10 minutes or until golden. Add the capsicums and cook for a further 10 minutes or until soft, adding mushrooms after 5 minutes. Season and keep warm.
To make mayonnaise, place all ingredients in a small food processor and blend until smooth. Season.
Place the baguette on a baking tray and warm for 5 minutes.
Thinly slice the chicken breast fillets against the grain and combine with the remaining oil in a bowl. Season.
Heat a large char-grill pan over medium-high heat and cook the chicken, in batches, turning regularly, for 1–2 minutes or until cooked through. Add the chicken to the capsicum and stir together. Place the cheese slices over the chicken and when it starts to melt, stir the cheese gently into the chicken and capsicum mixture.
Spread the baguette with butter and mayonnaise, and top with the chicken mixture and baby rocket, to serve. Cut in half, if desired.