To make the spicy pickle mayo: Mix all ingredients in a small bowl and set aside.
In a small bowl, whisk eggs, sour cream, hot sauce and set aside. In a second bowl, combine flour, ¼ teaspoon salt and a ¼ teaspoon pepper. Finally, in the last bowl add breadcrumbs, ¼ teaspoon salt, and ¼ teaspoon black pepper.
Now take your first chicken thigh and dip it in the flour mixture to cover both sides, then fully dip into the egg mixture, and finally into the breadcrumbs. Repeat with all 4 chicken thighs.
Place the chicken on a parchment paper lined baking sheet. Bake in the preheated oven for 15 minutes, then flip over and cook for another 15 minutes. Chicken juices should run clear and internal temperature should be 165 degrees.
Assemble the chicken sandwiches by spreading the spicy pickle mayo on your buns and top with fried chicken and lettuce. Enjoy!