Preheat the oven to 200°C (390°F). Line a baking tray with parchment paper.
Add the chicken thigh, lemon juice and zest, chillies, garlic, sweet paprika, dried oregano, dried thyme, dried basil, olive oil, a big pinch of salt, and cracked black pepper to a large mixing bowl. Mix well and marinate for 30 minutes, up to 48 hours.
Place the marinated chicken onto the prepared baking tray, spread evenly, and bake for 25 minutes, or until golden, slightly charred, and the internal temperature reaches 74°C (165°F). Remove, stack two pieces of chicken on top of each other, and place over a slice of cheese. Let the cheese melt and the chicken rest for 4–5 minutes.
While the chicken marinates or cooks, combine all the coleslaw ingredients in a mixing bowl. Add the dressing ingredients and mix well again. Check the seasoning and place in the fridge until ready to serve.
Toast the burger buns to your liking, in the oven or a pan. Add the coleslaw to the bottom bun, top with the stacked chicken and cheese, and add a sauce of choice to the top bun before closing. Serve and dig in.