Ingredients

• 1 Tbsp. Dijon mustard
• 2 tsp. Worcestershire sauce
• 2 garlic cloves, finely grated
• 2 Tbsp. plus 2 tsp. fresh lemon juice
• 2 tsp. freshly ground black pepper, plus more
• 1/3 cup plus 2 tsp. extra-virgin olive oil; plus more for grill
• 6 Tbsp. mayonnaise
• 1/4 cup chopped cornichons (about 9)
• Kosher salt
• 4 large skinless, boneless chicken thighs (about 1 1/2 lb. total)
• 4 brioche buns, split
• 1 medium fennel bulb, halved, thinly sliced, fronds coarsely chopped
• 1 cup basil leaves, torn if large

Instructions

1. Whisk mustard, Worcestershire sauce, garlic, 2 Tbsp. lemon juice, and 2 tsp. pepper in a medium bowl. Stream in 1/3 cup oil, whisking constantly until emulsified. Transfer half of marinade to a small bowl, then whisk in mayonnaise and cornichons; season dressing with salt. Set aside.
2. Season chicken thighs all over with salt and place in bowl with remaining marinade; turn to coat. Let sit at room temperature, turning occasionally, at least 30 minutes, or cover and chill up to 4 hours.
3. Prepare a grill for medium-high heat; lightly oil grate. Grill chicken, turning halfway through, until deeply browned and cooked through, 8–10 minutes. Transfer to a platter and let rest 5 minutes.
4. Meanwhile, grill buns, cut side down, until lightly toasted, about 30 seconds. Transfer to platter with chicken.
5. Toss sliced fennel, fennel fronds, basil, and remaining 2 tsp. oil and 2 tsp. lemon juice in a medium bowl to combine; season with salt and pepper.
6. Spread reserved dressing over cut sides of each bun. Assemble sandwiches with buns, chicken, and fennel salad.