Chicken Katsu Sandwiches

Ingredients

• ½ cup mayonnaise
• 1 large egg
• Shredded iceberg lettuce
• 2 cups panko
• ¼ cup extra-virgin olive oil
• ¼ cup chopped bread-and-butter pickles
• 4 skinless, boneless chicken thighs, lightly pounded to ½" thick
• 2 Tbsp. plus ¼ cup hot sauce, such as Crystal
• 2 tsp. garlic powder
• ½ cup all-purpose flour
• 8 slices milk bread
• 1 tsp. kosher salt, plus more
• 3 Tbsp. cayenne pepper