To prepare sauce, combine mayonnaise, bell peppers, onions, pickle relish, mustard, and lemon juice in a glass bowl. Mix well and set aside. Arrange fish sticks on glass dish. Microwave on defrost for three minutes. Spread sauce onto buns. Place three fish sticks on bottom half of each bun. Top each with cheese slice. Place other half of bun on top. Wrap each loosely in paper towels. Microwave on medium for seven minutes, or until heated through.