Heat gas or charcoal grill. Cut 4 (16x12-inch) sheet of heavy-duty foil. Wrap rolls in foil. Sprinkle both sides of chicken breasts with salt and lemon-pepper seasoning.
Carefully oil grill rack. Place chicken on grill over medium heat. Cover grill; cook 8 to 10 minutes, turning once, until juice of chicken is clear when center of thickest part is cut (170°F). To heat dinner rolls, place foil-wrapped rolls on grill for last 5 to 6 minutes of cook time; heat, turning once, until hot.
Meanwhile, in small bowl, mix mayonnaise and curry powder. With serrated knife, cut each roll in half crosswise. Place piece of lettuce on bottom of each roll. Cut each chicken breast in half; place over lettuce. Top with dollop of mayonnaise mixture and top of roll. Secure with toothpick.