Trim excess fat from chicken breasts, then butterfly each by cutting horizontally almost in half and opening it up to make a thin breast.
Mix breading ingredients (salt, pepper, cayenne, paprika, garlic, onion, bread crumbs) in a bowl and set aside.
In another bowl, whisk egg, milk, and hot sauce for the egg wash.
Dredge chicken: Dip in egg wash, let excess drip off, coat with breading mixture, and place on a plate. Repeat for each piece.
Heat oil or butter in a pan over medium-high heat. Cook chicken for 5-6 mins on one side, flip, and cook 3-5 mins on the other side until fully cooked. Remove from heat.
Lightly toast bread slices in the same pan or use oven/toaster oven.
Assemble sandwich: Place chicken between toasted bread slices, add pickles on top, and enjoy!