Whisk together the buttermilk and hot sauce in a large bowl, then add the chicken thighs, coat them well, cover, and refrigerate for 1 hour or overnight.
In a separate bowl, mix the mayonnaise, Greek yogurt, apple cider vinegar, sugar, salt, and pepper. Then, toss the mixture through the shredded cabbage and grated carrot before covering and refrigerating until serving.
Combine the flour, cornstarch, paprika, garlic powder, onion powder, cayenne pepper, salt, and pepper in a shallow dish to make the dredge.
Remove the chicken from the marinade, let any excess drip off, then dredge it in the seasoned flour. Dip it back into the marinade and coat it again in the flour before resting on a wire rack for 10 minutes to set the coating.
Heat neutral oil in a deep pan to 170°C (340°F). Fry the chicken in batches for 5–6 minutes, turning once. Remove the chicken once it is golden brown and the internal temperature reaches 75°C (165°F). Place it on a wire rack to drain.
Ladle some of the hot frying oil into a heatproof bowl. Stir in the cayenne, smoked paprika, garlic powder, onion powder, brown sugar, and chilli powder (if using), and mix until smooth and deep red.
Generously brush or spoon the hot oil mixture over each piece of fried chicken while still warm, so the coating soaks up the flavour.
Lightly toast the slider buns, add a spoonful of slaw to the base, place a piece of Nashville hot chicken on top, and finish with dill pickle slices before serving immediately.