In a large bowl, combine the pickle juice and water. Add the chicken breast halves and let them marinate in the brine for at least 30 minutes, or up to 4 hours if you want maximum flavor.
In a separate bowl, whisk together the milk and egg until well combined. In another large bowl, mix the flour, powdered sugar, paprika, black pepper, chili powder, salt, baking powder, and cayenne pepper (if using).
In a large frying pan, heat about 1 inch of oil over medium-high heat. You can test if the oil is ready by dropping a small amount of the flour mixture into it; if it sizzles immediately, it’s hot enough.
Remove the chicken from the brine and pat it dry with paper towels. Dip each breast in the milk and egg mixture, allowing excess to drip off, then dredge in the flour mixture until well coated.
Carefully place the breaded chicken in the hot oil. Fry for about 4-5 minutes on each side, or until golden brown and cooked through. Use a meat thermometer to ensure the internal temperature reaches 165°F.
Once the chicken is cooked, transfer it to a plate lined with paper towels to drain excess oil. Toast the hamburger buns lightly. Spread mayonnaise on the bottom bun, add the crispy chicken, and top with pickles, lettuce, tomato, and cheese. Finish with the top bun.