Place chicken thighs on a cutting board and poke each piece with a fork several times. This will help the chicken thighs absorb the pickle juice. Transfer to a plastic zip-top bag or reusable container and pour the pickle juice all over. Be sure to turn each chicken thigh a couple of times before zipping up or placing the lid back on. Place in the refrigerator for 1 hour and up to 4 hours.  

Meanwhile, whisk the mayonnaise, honey, barbecue sauce, yellow mustard, and hot sauce, if using, in a medium bowl until well combined. Fold in 3 tablespoons of the chopped dill pickle. Set aside. The sauce can be made 1 day ahead.  

In a Dutch oven or a heavy bottom pot, heat the oil and shortening to 375 degrees F over medium high heat. Set up the dreading station as the oil comes to temperature. In a shallow dish, mix cake flour with 3/4 teaspoon salt and 1/2 teaspoon black pepper. In a separate dish, add the beaten eggs. Remove chicken thighs from the pickle juice and shake off any excess pickle juice. Dreading one thigh at a time, add chicken thigh to cake flour, then egg mixture and finally back to cake flour. Making sure each dunk is fully coating the thigh.  Set aside on a plate and repeat with remaining.  

Once oil has reached the temperature, add two prepped chicken thighs and let fry until golden brown and the thickest part internal temperature reaches 165 degree F, about 6-8 minutes. Remove from oil and drain on a cooling rack lined sheet tray. Season lightly with salt and repeat with remaining thighs.  

When ready to eat, spread desired amount of sauce on the bottom layer of a toasted bun. Place fried chicken thigh directly on and top with 3-4 pickle slices. Drizzle additional sauce if desired and top with remaining bun. Serve with additional pickles on the side. Enjoy while hot!