Step 1

Toss red onion and a pinch of salt in a small bowl to coat; let sit 5 minutes to allow onion to soften slightly. Rinse under running water, then shake off excess water. Place onion in a medium bowl and add cabbage, vinegar, and 2 Tbsp. oil. Toss to combine and season slaw with salt and pepper.

Step 2

Pound chicken thighs with a meat mallet or a rolling pin between 2 pieces of plastic wrap to ¼" thick.

Step 3

Place cornstarch in a shallow bowl. Whisk eggs, mustard, and cayenne in another shallow bowl. Place panko in a third shallow bowl. Working with 2 thighs at a time, season chicken with salt and pepper. Dredge in cornstarch, shaking off excess. Dip in egg mixture, letting excess drip back into bowl, then coat in panko, shaking off excess.

Step 4

Heat remaining 2 Tbsp. oil in a large skillet over medium-high. Working in batches and adding more oil to skillet between batches if needed, cook chicken thighs until golden brown and cooked through, about 2 minutes per side. Transfer to paper towels to drain.

Step 5

Spread mayo over one side of bread slices and build sandwiches with cutlets and slaw.

Step 6

Do Ahead: Slaw can be made 1 day ahead. Cover and chill.