Cook the chicken thighs: Preheat the oven to 425°F. Toss the chicken thighs with olive oil, salt, and pepper. Roast on a parchment-lined baking sheet for 20–25 minutes, or until the internal temperature reaches 165°F. Rest for 5 minutes, then shred and allow to cool.
Cook the pancetta: Add the diced pancetta to a skillet over medium heat and cook for 5–7 minutes until browned and crispy. Transfer to a paper towel-lined plate.
Make the dressing: Whisk together the mayonnaise, Dijon mustard, champagne vinegar, honey, salt, and pepper until smooth.
Prepare the chicken salad: Combine the shredded chicken, diced apples, sharp cheddar, walnuts, crispy pancetta, celery, and scallions in a bowl. Add the dressing and toss until evenly coated.
Toast the ciabatta: Lightly brush the cut sides of the ciabatta with olive oil or butter and toast in a skillet until golden brown.
Assemble the sandwiches: Divide the chicken salad between the two toasted ciabatta rolls, top with fresh arugula, and finish with the top halves of the bread. Serve immediately.