In a large bowl, whisk together egg, buttermilk and jalapeno pickle juice.
In another bowl, whisk together dry ingredients.
Set yourself up with a baking tray lined with a wire rack. Dip the chicken thighs into the flour mixture then place on a wire rack.
Take 4 tablespoons of the buttermilk mixture and place it into the flour. Mix it together with your hands until a shaggy crumb forms.
Dip the chicken into the buttermilk, letting any excess drip off, then place it into the flour mixture. Use your hands to press the crumb onto the chicken. Once completely coated, return to the wire rack. Cover chicken with plastic wrap and refrigerate for 6 hours.
Heat enough oil in a large pan deep enough to submerge the chicken thighs. Remove chicken from the fridge to allow it to warm up slightly - or at least not be very cold. Bring the oil up to 175ºC and fry the chicken in batches for 7-10 minutes or until cooked through. Once cooked, drain on a wire rack lined with paper towels.
In a bowl, whisk together dressing ingredients. Add the vegetables and mix to coat. Set aside for 30 minutes to pickle, toss regularly.
Cut brioche buns in half and grill the cut side of the bun. Top with mayonnaise, hot sauce, pickled slaw, fried chicken, and gherkins.