In a small bowl mix all ingredients for chili herb mayo. Adjust flavor with salt and pepper and set aside. Can be stored for up to a week in refrigerator.
Preheat grill to medium heat. Brush chicken and bell peppers with olive oil and season with salt and pepper. Add both chicken and bell peppers to the preheated grill and cook until peppers begin to char and chicken is good through, turning once. About 4 minutes each side. Set aside.
In a small skillet add ⅓ cup olive oil and heat over medium/low heat. Add onions and stir until onions begin to brown and are soft. About 10 minutes.
Making one sandwich at a time, spread herb mayo on one half of the sourdough. Starting with caramelized onions layer bell peppers, avocado, grilled chicken and pepper jack cheese. Using a second piece of bread, cover the sandwich and brush the remaining bread with olive oil. Repeat with remaining ingredients.
Place the sandwiches on a preheated skillet, on low. Allow to cook for 5-7 minutes, flip and continue to cook until cheese begins to melt. Slice each sandwich in half and enjoy!