To a Ziploc bag add the water, sugar, salt then add the chicken thighs. Refrigerate for 25-30 minutes. Remove the chicken thighs and pat to dry.
Preheat oven to 400 degrees Fahrenheit. To a large skillet over medium-high heat, add the vegetable oil. Add the dry chicken thighs to the skillet and cook each side until golden brown about 3-4 minutes. Do not move the chicken thighs around as they are cooking. Add the BBQ sauce to the skillet. One the sauce has thickened toss chicken to coat. This step is optional. While the chicken is cooking prepare the cheese slices. Half each slice of cheese. You can add a whole slice of cheese to each slider if you prefer. I prefer to use smaller slices since these are sliders and not burgers.
Top each chicken thigh with the cheese. You can cover the skillet if you like to melt the cheese faster but it's not necessary.
Place brioche buns directly on oven rack and toast until lightly browned, 2-3 minutes. As the cheese is melting, spread a bit of the BBQ sauce on the bottom and top of each bun if you like. Add the chicken slider to the bottom bun. Top with the coleslaw and top bun and serve.