For the best Kathi Rolls in Chennai, try Bay Leaf. They have a huge menu with north Indian, Bengali and Chinese food, but their Kathi Rolls are really superb.
If you like paneer, try the Achari Paneer Roll. And the mutton and chicken egg rolls are also supposedly superb.
The restaurant is pretty old - they did close down for a few months, but are back up and running now. They have a simple restaurant with modest decor and clean tables - but I always end up doing take-out/ delivery.
Give it a try. Its really the best kathi rolls I've had in Chennai (ok maybe tied with Tic Tac).