Heat the oil in a non-stick skillet. Caramelize the onion on medium high, stirring occasionally. Add a little water if the onion tends to brown too quickly.
Add the red pepper strips and continue cooking until the vegetables are cooked, but still slightly crunchy. Set aside on a plate.
In the same skillet, cook the chicken strips. Put the vegetables back in the skillet. Add salt, pepper and spices. Continue cooking for about 1 minutes so that the spices can release their flavour.
To assemble the fajitas: put the chicken and julienned cucumber filling in the hollow of a lettuce leaf, then sprinkle with cheese. Then roll up and serve immediately (2 rolls per person).