Marinate the Chicken: In a large bowl, whisk together buttermilk, pickle juice, egg, and hot sauce. Add chicken thighs, ensuring they are submerged. Cover and refrigerate for at least 30 minutes (up to 4 hours).
Prepare the Dredge: In a shallow dish, whisk together flour, cornstarch, baking powder, smoked paprika, garlic powder, onion powder, cayenne, salt, and pepper. Secret Step: Drizzle 2 tablespoons of the wet buttermilk marinade into the flour mixture and rub with fingers to create shaggy clumps.
Coat the Chicken: Remove chicken from marinade, letting excess drip off. Press firmly into the flour mixture, ensuring the coating adheres to every nook and cranny.
Fry: Heat oil in a Dutch oven to 350°F (175°C). Carefully lower chicken into oil. Fry for 5–7 minutes, flipping halfway, until golden brown and internal temperature reaches 165°F. Do not overcrowd.
Make Spicy Glaze: Transfer chicken to a wire rack. In a small heat-proof bowl, whisk 1/2 cup of the hot frying oil with cayenne pepper, brown sugar, and paprika. Brush this glaze over the hot chicken.
Assemble: Toast brioche buns with butter. Spread mayo on buns, add pickles, place the spicy chicken, and top with lettuce if desired.