Drizzle olive oil into skillet over medium heat. Add chicken tenderloins and cook until browned on one side, about 5 minutes Using tongs, turn chicken to the other side. Once cooked throughout, remove from skillet to a plate and set aside. Toss peppers and onions into skillet and add Worcestershire sauce. Using tongs, move peppers and onions around in the skillet to make sure they are coated and cook on all sides. Once browned and tender, about 3 minutes, add back chicken along with any drippings. Remove from heat and set aside for serving.
Arrange lettuce leaves, chicken and peppers, and all toppings for a self-serve fajita lettuce wrap station.