Cover chicken breast fillets with BBQ sauce and place in the fridge for at least 30 minutes (or overnight) to marinate them.
Brush the grill with oil and heat until hot.
Discard remaining BBQ sauce from the fillets and place them on the grill and cook for 5-7 minutes on each side.
Grill the pineapple slices for 2 minutes per each side (or until soft and caramelized).
Slice the rolls in half and lightly toast on the grill. Place a slice of cheese on the bottom part of warm roll. Top with chicken, pineapple, jalapenos and red onion slices. Place a piece of lettuce and top of the roll.