Explainable AI (XAI) has the potential to make a significant impact on building trust and improving the satisfaction of users who interact with an AI system for decision-making. There is an abundance of explanation techniques in literature to address this need. Recently, it has been shown that a user is likely to have multiple explanation needs that should be addressed by a constellation of explanation techniques which we refer to as an explanation strategy. This paper focuses on how users interact with an XAI system to fulfil these multiple explanation needs satisfied by an explanation strategy. For this purpose, the paper introduces the concept of an "explanation experience" - as episodes of user interactions captured by the XAI system when explaining the decisions made by its AI system. In this paper, we explore how to enable and capture explanation experiences through conversational interactions. We model the interactive explanation experience as a dialogue model. Specifically, Behaviour Trees (BT) are used to model conversational pathways and chatbot behaviours. A BT dialogue model is easily personalised by dynamically extending or modifying it to attend to different user needs and explanation strategies. An evaluation with a real-world use case shows that BTs have a number of properties that lend naturally to modelling and capturing explanation experiences; as compared to traditionally used state transition models.