Combine panko with oil in medium sized glass bowl until evenly coated. Microwave, stirring frequently until light golden brown. This will take 1-3 mins. Stop to stir every 30 seconds.
Whisk egg, 2 tablespoons hot sauce, flour, garlic powder, 1/8 teaspoon salt, 1/8 teaspoon pepper, together in shallow dish.
Pound chicken to uniform thickness about 1/2 inch thick.
Cut each breast in half crosswise, pat dry with paper towels, and season with salt and pepper.
Working with one piece of chicken at a time, dredge the chicken into the egg mixture, letting the excess drip off then coat with panko mixture, pressing gently to adhere.
Rub or spray base of air-fryer basket with a light coating of vegetable oil. Arrange chicken pieces in basket, spaced apart evenly.
Set temperature to 400 degress and cook chicken until crisp and registers 160 degrees, 7 to 12 minutes. Flip chicken pieces halfway through cooking to ensure crispness on both sides.
Combine mayonnaisse and remaining one tablspoon hot sauce in a small bowl.
Place a chicken piece in bun and top with sauce, lettuce, pickles and/or jalapeños.