Prep the smoker. Preheat your smoker or pellet grill to 275°F using cherry, apple, pecan, or hickory wood.
Season the chicken. Pat the chicken thighs dry. Coat lightly with olive oil or yellow mustard, then season with BBQ rub, black pepper, garlic powder, smoked paprika, and salt if needed.
Start smoking the chicken. Place the chicken thighs on the smoker and cook until they reach about 145°F to 155°F internal temperature.
Make the bourbon BBQ glaze. While the chicken smokes, add BBQ sauce, bourbon, brown sugar or honey, apple cider vinegar, Worcestershire sauce, mustard, garlic powder, smoked paprika, and cayenne to a small saucepan. Simmer over medium-low heat for 8 to 10 minutes, stirring often. Stir in butter at the end until glossy.
Make the slaw. In a mixing bowl, combine mayonnaise, apple cider vinegar, honey, Dijon mustard, celery seed, salt, and pepper. Add the coleslaw mix and toss until coated. Refrigerate until ready to use.
Glaze the chicken. Brush the chicken thighs with bourbon BBQ glaze once they reach about 145°F to 155°F. Close the lid and keep cooking until the glaze gets tacky.
Finish the chicken. Continue smoking until the chicken thighs reach 175°F to 185°F for best texture. Chicken should reach at least 165°F for food safety.
Rest the chicken. Remove the chicken from the smoker and let it rest for 5 minutes.
Toast the buns. Butter the brioche buns and toast them on a grill, griddle, or skillet until golden.
Build the sandwiches. Add creamy slaw to the bottom bun, place a smoked bourbon glazed chicken thigh on top, drizzle with extra glaze, add crispy fried onions, and finish with the top bun.
Serve. Serve warm with pickles, fries, BBQ beans, coleslaw, chips, or your favorite backyard BBQ sides.