Brush the vegetables with olive oil, place under grill or in grill-pan until tender and season with salt and pepper. Combine mayonnaise with shallot and fresh herbs and season to taste. Cut rolls in three slices each (so as to make a layered sandwich) and toast or grill until golden brown.
Spread a layer of the mayonnaise on each piece of bread. Top with rocket leaves and vegetables. Pan fry the mc2 Burgers until nicely browned. Place a slice of cheddar on each burger and wait for the cheese to melt. Place the patties on the slices of bread and stack on top of each other. Stick the skewer through the middle to hold all ingredients in place.
Serve in style with potato crips.