Preheat oven to 375°F. Place chicken in even layer on rimmed baking sheet. Bake, flipping halfway through, until fully heated through, about about 14 to 16 minutes.
Meanwhile, combine coleslaw mix, mayonnaise, vinegar and sugar together in large bowl. Season with salt and pepper.
Whisk oil, cayenne pepper, brown sugar and paprika in large bowl. Toss chicken in oil mixture until evenly coated.
Top roll bottoms with 1 to 2 pieces of chicken, 1 to 2 pickle chips, 2 tablespoons coleslaw and roll lids. Serve and enjoy.
