fill a medium sized pan with oil about 1/2" deep and heat on medium high
whisk together the egg and milk
add the flour and bread crumbs to two separate plates. Dredge each piece of chicken in the egg wash, then flour, then egg again then bread crumbs
Melt the butter in a sauce pan, then whisk in the hot sauce
Fry the chicken in the oil til brown. Drain the chicken and add it to the sauce, tossing to coat thouroughly.
Slice the doughnuts in half, add a piece of chicken, cheese and pickles