Halve each chicken thigh to make small for sliders. Combine dry rub ingredients in a bowl. Liberally apply to both sides of cutlets.
Place pickles in a bowl, keeping the jar and discarding the juice. Add sugar, red pepper flakes, hot sauce and garlic. Stir and let stand until the sugar dissolves. Place the mixture back into the jar and refrigerate until needed.
Build a charcoal fire with Kingsford® charcoal for direct grilling. Grill chicken directly over the hot coals for 2-3 minutes per side (or until the internal temperature reaches 165°F and the center of the chicken is no longer pink).
In a small saucepan, heat the KC Masterpiece Kansas City Classic Barbecue Sauce until warm, about 5-10 minutes. Remove cutlets from the grill and dip them in the sauce. Assemble sliders by slicing dinner rolls, placing chicken on roll and topping with pickles. Spear with a toothpick and serve.