In a bowl or zip-top bag, combine the pickle juice, milk, and egg. Add the chicken pieces, making sure they’re fully submerged. Cover and refrigerate for at least 1 hour, or up to 4 hours.
In a shallow bowl, whisk together the flour, powdered sugar, paprika, garlic powder, salt, pepper, and cayenne (if using).
Remove chicken from the marinade, letting excess drip off. Dredge each piece in the seasoned flour mixture, pressing to coat well on all sides. Set aside on a plate.
Heat about 2 inches of vegetable oil in a deep skillet to 350°F (175°C). Fry the chicken breasts in batches, 3–4 minutes per side, until golden brown and cooked through (internal temp of 165°F). Drain on a wire rack or paper towels.
Brush the insides of the buns with melted butter. Toast them in a skillet or on a griddle until golden.
Place a few pickle slices on the bottom bun, top with the crispy chicken fillet, and add any extras you like. Finish with the top bun and serve immediately!