Heat the oven to 425°F, rub the chicken with olive oil, salt and black pepper and roast it for 18 to 22 minutes, until 165°F inside.
Cool the chicken for 15 minutes, chop it into 1/2-inch pieces and fold it with mayonnaise, celery, scallions and lemon juice.
Cook the bacon in a skillet over medium heat until crisp and drain it on a wire rack.
Toast all 12 bread slices and lay out 3 slices for each sandwich.
Build each lower deck with 1 toast, 1 lettuce leaf, 1 tomato slice and one-fourth of the chicken salad.
Add the middle toast, then layer on 2 bacon slices, 1 tomato slice and 1 lettuce leaf.
Close each club with the final toast, secure it with picks and cut it into halves.