Whisk all ingredients for the lemon-caper aioli together in a large bowl. Taste, then add salt if needed. Place in the refrigerator until you’re ready to assemble the sandwiches.
Preheat the air fryer to 400F. Place frozen strips in the basket or tray and cook for 10 minutes, or until internal temperature has reached 165F.
While the chicken is air frying, cook the bacon in a large skillet over medium-high heat. Once browned and crispy, remove from the pan and drain on a paper-towel lined plate. Set aside.
To assemble the sandwiches: Split the hoagie rolls in half lengthwise and slather each side with the lemon-caper aioli. Pile high with 2 chicken strips, 3 slices of bacon, 3 tomato slices, 1/2 sliced avocado, and 1/2 cup of arugula. Repeat steps for second sandwich and enjoy immediately.