Heat coals or gas grill for direct heat. Mix mustard, honey, oregano and red pepper. Brush on chicken.
Cover and grill chicken 4 to 6 inches from medium heat 15 to 20 minutes, brushing frequently with mustard mixture and turning occasionally, until juice of chicken is no longer pink when centers of thickest pieces are cut. Discard any remaining mustard mixture.
Serve chicken on buns with tomato and lettuce.