Step 1

Combine mayonnaise, pickles, and 2 Tbsp. hot sauce in a small bowl. Season with salt; set aside.

Step 2

Combine flour, cayenne, garlic powder, and remaining 1 tsp. salt in a medium bowl. Whisk egg and remaining ¼ cup hot sauce in another medium bowl. Place panko on a large plate. Working one at a time, dip chicken into flour dredge, turning to coat. Shake off any excess. Dip into egg mixture until coated, shaking off excess. Dredge in panko, turning to coat. Transfer to a large plate or a small rimmed baking sheet.

Step 3

Heat oil in a large skillet over medium-high until shimmering. Working in 2 batches, cook chicken, reducing heat to medium if it’s browning too quickly, until golden and very crisp on both sides, about 3 minutes per side. Transfer to a wire rack.

Step 4

Spread reserved spicy mayo on one side of each slice of bread. Top with chicken and shredded lettuce, then close up sandwiches.