Combine the water and pickle juice in a resealable bag. Add the chicken pieces and marinate for 30 minutes.
In a bowl, whisk the egg and milk until evenly combined.
In another bowl, whisk the flour, cornstarch, baking powder, pepper, paprika, and salt.
Dip the marinated chicken into the egg mixture, then coat in the flour mixture. Repeat by dipping the chicken back into the egg mixture and then back into the flour. Set the pieces on a plate to rest for 5 minutes.
Spray the tops of the chicken really well with cooking spray. The flour needs to be at least lightly saturated. Flip over and spray the other side.
Place the two pieces of chicken in the air fryer basket, not touching.
Air fry at 380°F(195°C) for 18 minutes. Flip the chicken halfway through and spray them once more.
While the chicken is cooking, in a small bowl, whisk together the sauce ingredients until smooth.
Spread some of the sauce on each top and bottom bun.
When the chicken is done, transfer the pieces to the buns and top with a few pickles and some shredded cabbage. Close the sandwiches and serve immediately.