Trim and flatten the thighs. Pat chicken dry. Trim excess fat.
If a piece is much thicker on one side, gently pound to even thickness for consistent cooking.
Marinate for tenderness. In a bowl, mix 1/2 cup buttermilk, 1 beaten egg, 1 teaspoon hot sauce (optional), 1 teaspoon salt, and 1/2 teaspoon black pepper. Add chicken, coat well, and refrigerate 30 minutes (or up to 8 hours).
Prepare the coating. In a shallow dish, combine 2/3 cup flour, 2 tablespoons cornstarch, 1 teaspoon smoked paprika, 1 teaspoon garlic powder, 1/2 teaspoon onion powder, 1/2 teaspoon salt, 1/2 teaspoon black pepper, and a pinch of cayenne if you like heat. For extra crunch, stir in 1/3 cup panko.
Dredge the chicken. Remove thighs from marinade, letting excess drip off.
Press both sides firmly into the flour mixture until fully coated. Rest the coated thighs on a rack for 5 minutes so the crust adheres.
Preheat the air fryer. Heat to 390°F (200°C) for 3–5 minutes. A hot basket helps crisp the coating fast.
Oil and arrange. Lightly spray the basket.
Place chicken in a single layer without crowding. Generously mist the tops with oil spray to hydrate the flour and promote browning.
Air fry to crispy perfection. Cook 6–8 minutes, flip, spray again, and cook another 5–7 minutes, until the coating is golden and the internal temperature reaches 165°F (74°C). Thicker thighs may need another 1–2 minutes.
Toast the buns. While the chicken rests 3 minutes, air fry the buns cut-side up at 350°F (175°C) for 1–2 minutes, or toast in a skillet with a little butter for extra flavor.
Make a quick sauce. Stir 2 tablespoons mayo with 1 teaspoon Dijon and a dash of hot sauce or pickle brine.
Adjust salt and pepper to taste.
Assemble. Spread sauce on buns. Add lettuce, the crispy thigh, tomato, and plenty of pickles. Top with the bun and press gently so everything holds together.