Heat oil in a pan and fry onion, capsicum, and mushrooms for a few minutes. Do not overcook the vegetables and season with salt and pepper. Remove from pan and set aside.
Chop the chicken fillet into small bits. Heat oil in the same pan and fry chopped chicken pieces along with salt, pepper, and soy sauce. Cook till the chicken is fully done.
Make rotis with the dough and set aside covered.
Heat a grill pan or any nonstick pan. Add a few drops of oil and place a roti. Spread a spoonful of cooked vegetables, some cooked chicken pieces, jalapenos, and a handful of cheese. Place another roti on top and press slightly. Once the bottom part is toasted, turn the quesadilla over and grill on the other side until crisp. Remove from pan, cut into four pieces and serve hot.