Combine yogurt and mustard in a bowl and mix well. Stir in chopped arugula and season with pepper. Store, covered, in the refrigerator for up to 1 day.
Sprinkle the chicken with salt and pepper. Brush a nonstick skillet with the olive oil and sauté the chicken in the oil for 4 minutes per side or until cooked through. Cool slightly and slice diagonally into strips.
Spread 2 teaspoons of the yogurt mixture on the cut sides of each bread half. Layer 1 bunch of arugula and the chicken over bottom halves. Top with roasted bell pepper strips, remaining arugula and remaining bread halves. Wrap tightly in plastic wrap and chill for up to 4 hours.
Notes
To ensure even cooking of the chicken, pound it down to uniform size before cooking.