Combine vegetable oil, Worcestershire sauce, chile powder, minced garlic, lemon juice, chopped onion, salt, and pepper in a bowl.

Pour the marinade into a resealable plastic bag.

Add the chicken to the bag and marinate in the refrigerator for 2-4 hours.

Preheat your grill to medium-high heat.

Prepare the sandwich bar fixings: honey mustard, pico de gallo, crumbled bacon, sliced tomatoes, and sliced red onions.

Grill the chicken breasts for 2-3 minutes per side.

Place half a slice of Cheddar cheese on each chicken breast during the last 2-3 minutes of grilling, until the cheese is melted and the chicken is cooked through.

Serve the grilled chicken on slider rolls with your choice of toppings.