In a large bowl whisk together the buttermilk, hot sauce, gherkin juice and eggs. Place the chicken thighs in the marinade for 3-4 hours.
Meanwhile you can make the cheese sauce so it just needs heating up later.
In a pan melt the butter. Then add in the flour and whisk together so it forms a paste. Cook the paste for a minute so the flour is cook out.
Gradually add in the cream whilst continuing to whisk. It should form a thick mixture. Finally add in the grated cheese and keep whisking the mixture until it is melted. To reheat later, place the pan on a low heat and continue to whisk until it is all hot. You may need to add a little milk to loosen the mixture.
Once the marinade time is nearly over, in a bowl mix the flour and salt.
In a separate bowl, mix together all of the dry ingredients for the hot Nashville oil. We will be using the oil the chicken is fried in when we make the hot Nashville oil.
Take the chicken out of the buttermilk, shaking to remove any excess before dipping in the flour, then you want to dip the chicken back in the butter milk before dipping into the flour again. Do this with all of the chicken thighs and place on a plate ready for frying.
Preheat an oven to 130°C, this will be where the cooked chicken will be stored, while we are frying the remaining chicken.
Heat a pan of oil to 180°C, make sure it doesn't fill over ¾ of the pan. Place a couple of pieces of chicken in the pan of oil at the same time and cook for 10 minutes. Don't over fill the pan with chicken as it will lower the oil temperature causing the chicken to absorb a lot more oil.
Once they are cooked, place on a wired rack into the oven. Repeat the process with the remaining chicken.
Once all the chicken is cooked pour 120ml of the frying oil into the spices bowl to make the basin oil. With a brush, spread the hot Nashville oil over the chicken.
Toast the brioche buns, spread mayonnaise on the bottom buns, followed by round lettuce. Place a piece of chicken followed by the a spoon of the cheese sauce, then another piece of chicken and some more cheese sauce. Top with the bun lid and a gherkin.