Heat olive oil on medium high in a large frying pan. Sprinkle tilapia fillets liberally with southwest seasoning. When oil is hot, add fillets. Cook 3 minutes on each side. Remove fish to a plate.
Slice cheese into thin slices. Make chipotle mayonnaise (see recipe below).
Heat grill pan to medium high. Lightly butter the buns and grill, buttered side down until browned. Add thinly sliced cheese to the bottom of each bun. Melt the cheese under a broiler or toaster oven and remove from oven. Add a fish filet to each bun. Place a romaine lettuce leaf on top of the fish. Add 1 tablespoon of chipotle mayonnaise to each bun top and place the bun on top of lettuce.
Chipotle Mayonnaise Recipe:
Place one 7 or 8 oz. can of chipotle peppers in adobe sauce in food processor. Pulse until peppers are well chopped. Add 3 tablespoons of the chipotle sauce to 1 cup of mayonnaise. Freeze or refrigerate remaining chipotle sauce for future use. Refrigerate remaining chipotle mayonnaise.