Select the Preheat function of the Cosori Air Fryer, adjust the temperature to 400°F, then press Start/Pause.
Cut the tops and bottoms off of the bell peppers. Cut the ribs and seeds out of each pepper, then cut each pepper in half so you have 4 rectangles.
Insert the bell pepper pieces into the air fryer basket, skin side up, and spray them with oil spray.
Set the temperature to 400°F and time to 10 minutes, then pess Start/Pause.
Remove the bell peppers from the air fryer and place them into a bowl, cover it tightly with plastic wrap and let them sit at room temperature for 10 minutes.
Spray both sides of the chicken breasts with oil spray and season with salt and pepper.
Place the chicken breasts into the air fryer basket.
Set the temperature to 390°F and time to 12 minutes, then press Start/Pause.
Peel the skins from the peppers once they have cooled and discard them, then slice the peppers into ½-inch thick strips.
Remove the chicken when done and slice into ½-inch-thin strips.
Place the lettuce, olive oil, red wine vinegar, and oregano in a small bowl and toss to combine.
Spread mayonnaise as desired onto the bread, top the mayonnaise side of four of the bread slices with chicken strips, tomato slices, bell pepper, and the dressed lettuce, then place the remaining bread slices mayonnaise side down onto the lettuce.
Cut the sandwiches in half crosswise or diagonally, then serve.