Combine the oil, red and green chilli in a medium frying pan over medium heat. Cook, stirring often for 4 minutes until the oil is hot. Remove from the heat, add lime juice, caster sugar and season with salt and pepper.
Place the mushrooms in a large bowl, pour over three-quarters of the warm chilli oil dressing and toss well to coat the mushrooms. Cover and set aside for 30 minutes, tossing every 10 minutes to marinade.
Stir the chicken and rocket into the mushrooms and toss well to combine.
Spoon into serving bowls, drizzle with remaining dressing. Season with salt & pepper and serve.