In a small bowl, combine all the ingredients for the mayo and stir. Reserve for later.
In a large bowl, combine all the ingredients for the slaw, tossing to coat. Set aside for at least 10 minutes to let flavors infuse.
Fill a large heavy-bottom pot with oil and heat until it reaches 350°F.
In a large saute pan, add honey, orange juice and zest, lemon juice, rice wine vinegar, soy sauce, Sriracha, ginger, garlic and sesame oil, and heat on high for 5 minutes, stirring occasionally, until slightly reduced. Mix together water and cornstarch in a small bowl, then stir into the orange mixture. Continue to reduce for another 2 minutes then remove from heat.
Season chicken thighs all over with salt. Whisk together milk and eggs in a large mixing bowl, and place flour in a low-sided bowl. Dredge chicken thighs first flour, then in egg mixture, then back into flour. Gently and carefully drop chicken thighs into hot oil, working 2 at a time, for about 6 minutes, until golden brown(the internal temperature of the chicken should read 175°F). Remove thighs onto a paper towel-lined plate. Repeat until all the chicken is cooked.
Working in batches, add chicken to the pan and toss in the orange sauce until fully coated, then sprinkle with roasted sesame seeds.
Toast buns in the oven until the surface is golden brown. To serve, top each sandwich with two chicken thighs, a generous handful of slaw, and a top bun smeared with mayo.