Season chicken breasts with paprika, garlic powder, onion powder, dried parsley, cajun seasoning, lemon juice, salt, and pepper.
Heat avocado oil in a pan and cook the chicken until browned and cooked through. Set aside.
In the same pan, sauté the sliced mushrooms with paprika, garlic powder, lemon juice, and salt. Cook until golden and set aside.
For the Alfredo sauce, cook the diced onion and minced jalapeño in butter until softened. Add minced garlic and cream cheese, stirring until melted.
Pour in the heavy cream, paprika, garlic powder, cajun seasoning, lemon juice, and Pecorino Romano. Simmer until thickened.
Reserve some sauce, then add the cooked chicken and mushrooms back into the pan. Stir to combine.
Spread a bit of sauce on each lasagna sheet, focusing the chicken mixture in the center.
Roll up the lasagna sheets and place them side by side in an oven-safe dish. Top with more sauce and mozzarella cheese.
Cover with foil and bake at 400°F for 12 minutes. Uncover and broil for 2-4 minutes until golden and bubbly.
Let cool for 5-10 minutes before serving. Garnish with chives.