I have made this several times for various luncheons for the ladies in my Bible Study group and for the ladies' Christmas party as well. It is a beautiful additional to the buffet. It looks a little complicated, but it is really quite simple to make. It takes a little more time than just throwing together the normal finger sandwiches usually served at luncheons or showers, but well worth the extra effort.
Heat oven to 450 degrees. Spray 10 x 15 jelly roll pan with cooking spray. Toss bell peppers and mushrooms with oil in pan. Bake uncovered 15 to 20 minutes or until crisp-tender. Refrigerate 15 minutes to chill.
Coarsely chop the vegetables. Mix chopped vegetables, parsley, and 2 tablespoons mayonnaise; set aside.
Mix chicken, 1/2 cup mayonnaise, and pesto in a separate bowl and set aside.
Cut bread lengthwise into 4 layers. Place bottom layer on plate or tray. Spread with half of the pesto filling. Top with another bread layer. Spoon vegetable filling over bread layer. Top with another bread layer. Spread with remaining pesto filling. Top with remaining bread layer.
Spread cream cheese over outside of sandwich loaf. Refrigerate at least 1 hour before serving. Cut into 8 slices; cut each slice in half vertically, making 16 appetizer portions. Store covered in refrigerator.
NOTE: If this is to be served alongside several appetizers, I cut it into the 8 slices, and then cut those slices in half to make 16 appetizers. If it is to be served as the main dish, perhaps alongside soup or a salad, then I just cut it into 8 slices, and skip slicing those in half. It makes 8 decent sized sandwiches.