In a small bowl, combine mayo, hot sauce, chili powder, and garlic powder until smooth to make the spicy mayo.

Add 1/4 cup of warm milk along with the yeast and sugar to a small bowl. Mix and cover for 5 to 10 minutes or until bubbly.

To a large mixing bowl, add the flour, salt, the rest of the sugar, shredded cheddar, and grated parmesan. Mix together with a rubber spatula.

Then add in the whisked egg, warm milk, melted butter, and the proofed yeast mixture.

Use the dough hook attachment to combine together and knead the dough for about 5 minutes. You can also knead by hand. The dough should not be sticky but also should not be dry. Add a tablespoon of milk or tablespoon of flour if you need to adjust.

Cover the dough in large bowl with saran wrap and a warm damp towel and place in a warm place to double in size - about 1 to 2 hours.

Uncover and roll into a large rectangle. Cut into about 8 square/rectangle pieces. If you prefer a round shape, split the dough into 8 equal pieces and roll into a bowl.

Place on a parchment-lined tray and cover again in a warm spot until double in size - about another hour.

Preheat oven to 375°F.

Brush the tops of the buns with milk and sprinkle the top with cheddar and parmesan.

Bake for 22 to 25 minutes or until the top is golden brown and crispy and the center is cooked through.

In a deep bowl, add the buttermilk, yellow mustard, chili powder, salt, garlic powder, smoked paprika, black pepper, onion powder, and oregano. Whisk together. Add the chicken filets in to the spiced buttermilk and cover. Let it sit for 30 minutes to an hour. The longer the better!

In a shallow and wide bowl, add flour, cornstarch, mustard powder, chili powder, salt, garlic powder, smoked paprika, black pepper, onion powder, and oregano. Whisk and set aside.

Add 3 tablespoons of the wet batter into the dry and mix around to create a flaky texture.

Take the chicken out of the wet and allow excess to drip off. Then transfer to dry and use the other hand to bread the chicken. Pat it well and shake off any excess flour. Transfer to a plate to rest for 10 minutes after breading all the chicken.

Heat oil to about 350°F in a frying pan. Drop one filet at a time, making sure not to overcrowd them. Fry in 2 batches if needed. Fry until golden brown all around, about 7-8 minutes. Make sure to rotate them around as needed for even browning but don't bother them too much. Transfer to a wired tray to let any excess oil drip off.

Cut the buns open in half and spread butter or mayo on each side and toast on a pan until golden. Add spicy mayo to both sides. Then add pickles to the bottom bun, the chicken, and close with the top bun. Enjoy warm.