How to Make It
In a large bowl, whisk the mustard with the red wine vinegar, 1/4 cup of the olive oil and a generous pinch each of salt, pepper and cayenne. Add the chicken and let stand at room temperature for 1 hour.
Meanwhile, in a medium bowl, combine the remaining 2 tablespoons of olive oil with the balsamic vinegar, basil and thyme and season with salt and pepper. Add the tomatoes and onion; let stand for 1 hour.
In a large skillet, cook the bacon over moderately high heat until browned, about 6 minutes. Drain and coarsely chop.
Remove the chicken from the marinade and pat dry; discard the marinade. Return the chicken to the bowl, add the buttermilk and toss. Put the bread crumbs in a large plastic bag and season with salt and cayenne. Add the chicken, a few pieces at a time, seal the bag and shake to coat. Transfer the coated chicken to a large plate and press the crumbs to help them adhere.
In a large nonstick skillet, heat 1/4 inch of vegetable oil until shimmering. Working in batches, fry the chicken over moderately high heat, turning once, until golden and crisp, 4 to 5 minutes. Transfer to a rack and let the chicken cool.
Spoon the tomatoes and onions onto the bottom halves of the rolls and drizzle with any leftover marinade. Top with the chicken, blue cheese, bacon and arugula. Close the sandwiches and serve.