Combine the oil, paprika and chilli and add the chicken.
Toss the chicken through until it's completed coated in the marinade.
In a pre-heated griddle pan or on the barbeque, cook the chicken for 2-4 minutes each side or until cooked through.
Meanwhile, heat the bread rolls. Make the lemon mayo by combining the lemon juice and mayo.
Cut the heated rolls in half and spread one half with the lemon mayo. Top with rocket leaves.
Place the cooked chicken onto the bun and top with cheese and the lid.