Coat a grill pan with the olive oil and heat over medium heat. Once the pan is hot, add the chicken and cook for a few minutes until golden brown then flip over and cook for another 2 minutes, or until cooked through. Remove from the pan and set on a plate with a tin foil tent placed loosely on top. Place the slider buns in the grill pan and let them toast for a few minutes; remove from the pan and spread some mayonnaise on the bun. Place a piece of chicken on the bottom bun followed by avocado, tomato, onion, and lettuce followed by the top of the bun. Serve immediately and enjoy.