In a bowl, mix Korean BBQ sauce, gochujang, soy sauce, sesame oil, garlic, and ginger. Add chicken thighs and marinate for 15 minutes to 2 hours.
For the slaw, toss green cabbage, purple cabbage, and carrot in a large bowl. Whisk mayonnaise, rice vinegar, and honey in a small bowl. Pour over cabbage and toss well. Season with salt and pepper.
Heat vegetable oil in a large skillet over medium-high heat. Cook chicken for 5-6 minutes per side until golden and internal temperature reaches 165°F. Brush with extra BBQ sauce in the last minute.
Toast brioche buns lightly. Spread BBQ sauce on both bun halves. Layer slaw on bottom bun, add chicken, drizzle with more sauce. Top with sesame seeds, scallions, and pickled jalapeños if using.