1. Heat gas grill to high or prepare charcoal grill with hot coals or heat broiler.
2. Place cutlets in a resealable plastic bag. Add 1/4 cup of the balsamic vinaigrette and let marinate at room temperature for 10 minutes.
3. Trim ends from baguette. Slice into 4 equal pieces, and cut pieces horizontally in half, leaving one end attached to make a bun. Slightly hollow out baguette buns. Spread 1 tablespoon of the remaining vinaigrette inside each bun.
4. Divide the roasted red peppers evenly among the 4 buns.
5. Grill or broil marinated chicken for 2 minutes. Flip over cutlets, and top each with 1/4 of the cheese (about 2 thin slices). Grill or broil an additional 2 to 3 minutes, or until cooked through and cheese is melted.
6. Transfer cutlets to buns and top with the lettuce leaves. Serve with pickles, if desired. Makes 4 servings.