It would be too greasy to hold.
I always think that part of the reason for the bun is to give you something clean to pick up the food in. and it stops you from getting most of the grease and sauce all round your mouth as well.
It could be quite nice, but I would have to need a big meal I think to eat it and I'm sorry but i think you'd probably find me sitting down taking it to bits and eating it in peices as if they were individual chicken peices with a couple of slices of bacon and probably cutting it up with a knife and fork and well. It looks to me like a take away meal put in convinent packing to keep it all warm until you get it home to put it out onto the plate and add a bit of sauce to it.