Not only playing openly but Chelsea must be able to compensate for PSG aggressive play, especially in terms of ball control. Because throughout PSG appearance they really put pressure that overwhelmed the opponent. Example Real Madrid felt how difficult it was to get out of PSG pressure, some moments forced Courtois to make a long pass and the ball led unclear. So Chelsea are challenged to be able to anticipate a game like this.
This is exactly what Luiz Enrique has actually been doing with this PSG team. PSG usually frustrates any team that wants to build play from the back, before this Real Madrid game if you look at the game against Inter Milan in the Champions league final, Ousmane Dembele was used to charge down any build up from Yann Sommer he resulted into going for long balls which unfortunately landed into the midfield which is the biggest weapon that this PSG team has. Same thing happen to Real Madrid and in search of the ball they opened up lots of space in the midfield.
If there is any where Chelsea is seriously have a concern at it is the entire defense, from Sanchez who is usually scared of playing out from the defense to the center backs who are not usually comfortable holding the ball, I thin the only good thing is the Chelsea full backs who seriously can confidently play out well. In the midfield I think Chelsea needs to have Caicedo in this game if they want to stand a chance of winning