Combine milk and lemon juice in a small bowl. Set aside and allow to thicken for 5 minutes. Add garlic, onion, cayenne, 1 teaspoon salt and 1/2 teaspoon pepper to the milk mixture and whisk until combined.
Place chicken breast in a resealable 1 gallon plastic zip top bag. Add milk mixture, seal and refrigerate for 30 minutes, or up to an hour.
Preheat grill to medium. Cover a baking sheet with aluminum foil and set aside.
Combine Panko, Italian bread crumbs, 1/2 teaspoon salt and 1 teaspoon pepper in a large flat bowl. Whisk to combine. One at a time, place marinated chicken breast into bread crumb seasoning; flip to coat completely and press bread crumbs into chicken if necessary. Repeat until you have a nice thick coating on each breast. Transfer chicken to a baking sheet.
Spray each breast liberally with olive oil on each side.
Grill chicken for 4-6 minutes per side, with the grill closed, until golden brown and cooked through.
Spread mayo on bottom half of bun. Add lettuce. Place chicken on top and add onion and pickle.
Serve and enjoy!
To Bake
Set oven to broil. Place chicken (on baking sheet) in oven and bake 4-6 minutes on each side until golden brown. Remove from oven when cooked through.