Marinate the Chicken:
In a bowl, whisk together buttermilk, egg, and hot sauce. Add the chicken thighs and coat well. Cover and refrigerate for at least 30 minutes for tender, flavorful chicken. 

Prepare the Coating:
In a shallow bowl, mix flour, paprika, garlic powder, onion powder, salt, black pepper, and cayenne pepper. 

Bread the Chicken:
Remove chicken from marinade, allowing excess to drip off. Coat each piece thoroughly in the flour mixture, pressing lightly so the coating sticks well. 

Fry the Chicken:
Heat oil in a deep skillet over medium-high heat (about 350°F / 175°C). Fry chicken for 6–8 minutes per side until crispy, golden brown, and cooked through (internal temperature 165°F / 75°C). Place on a wire rack or paper towels. 

Make the Nashville Hot Sauce:
In a heatproof bowl, carefully mix the reserved hot frying oil with cayenne pepper, brown sugar, smoked paprika, garlic powder, chili powder, and salt. Stir until smooth. 

Coat the Chicken:
Brush or spoon the spicy Nashville hot sauce generously over the fried chicken while still warm. 

Toast the Buns:
Lightly butter the brioche buns and toast them in a skillet until golden brown. 

Assemble the Sandwich:
Spread mayonnaise on the buns. Add the Nashville hot chicken, top with pickle slices and optional coleslaw, then close the sandwich with the top bun. 

Serve:
Serve immediately with fries, potato wedges, or extra pickles on the side.