Preheat the oven to 180°C (350°F). Lightly grease or line a small baking dish that fits the slider rolls snugly.
In a mixing bowl, combine the shredded chicken, BBQ sauce, Worcestershire sauce, smoked paprika, garlic powder, onion powder, salt, and black pepper. Stir until the chicken is evenly coated and saucy.
Slice the slider rolls horizontally as a whole slab, keeping the bottoms and tops connected. Place the bottom slab of rolls into the prepared baking dish.
Spread the BBQ chicken mixture evenly over the bottom rolls. Sprinkle the sliced red onion evenly on top, followed by the shredded cheddar and mozzarella cheeses.
Place the top slab of rolls over the filling. In a small bowl, mix the melted butter with an extra pinch of smoked paprika (optional). Brush the butter over the tops of the rolls and sprinkle with sesame seeds if using.
Cover the baking dish loosely with foil and bake for 12–15 minutes, until the cheese is melted and the sliders are heated through.
Remove the foil and bake for another 3–5 minutes, until the tops are lightly golden and slightly crisp.
Let the sliders rest for 3–5 minutes, then sprinkle with chopped parsley if using. Cut along the roll lines and serve warm.