With a sharp knife, trim the fat from the chicken breasts and cut each piece in half.
Combine the buttermilk, 3/4 teaspoons of Worcestershire sauce, half the spices: (salt and black pepper, chili powder, cayenne pepper and paprika). Mix thoroughly in a bowl. Pour the sauce into a gallon size freezer bag with the chicken and refrigerate for at least 6 hours.
Prepare 3 shallow plates for dredging.
Plate 1: Toss the flour with the remaining spices.
Plate 2: Whisk the eggs along with the remaining Worcestershire sauce and the hot sauce.
Plate 3: Combine the panko with melted butter and Parmesan cheese.
Drain the chicken and discard the buttermilk. Dip each piece of chicken into each plate, covering both sides evenly. First the flour to coat, then the egg and then the panko.
Preheat the air fryer to 400°F. Place the chicken in the basket, adding in batches so not to overlap. Spray with olive oil cooking spray. Cook for 15 minutes and flip half way through and spray again so both sides are crispy.
Add American cheese and monterey jack cheese to the top to melt for the remaining cooking times.
Repeat with remaining chicken pieces.
Build the sandwich by adding pickles, coleslaw and the chicken breast between two toasted buns.