Heat the large skillet over medium heat and add the olive oil.
Add the chicken tenderloins to the skillet and cook until browned on one side, about 5 minutes.
Using tongs, turn the chicken and cook until cooked through, about 4–6 more minutes; remove the chicken to a plate and set aside.
Add the sliced bell pepper and sliced onion to the same skillet and toss with the pan drippings; add the Worcestershire sauce and stir to coat.
Sauté the peppers and onions, stirring occasionally, until browned and tender, about 3 minutes.
Return the cooked chicken to the skillet with the peppers and onions, stir to combine and heat through, then remove from heat.
Arrange the separated lettuce leaves on a serving platter and set out the chicken mixture and toppings (sour cream, sliced avocado, pico de gallo, salsa) for assembling wraps.