In a small bowl, toss the cucumber with a pinch of salt; let sit 5 minutes and squeeze to expel excess water. In another small bowl, whisk vinegar, sugar, 2 teaspoons kosher salt, and 4 tablespoons water. Add cucumber and serranos to brine and let sit at least 10 minutes and up to 1 hour to pickle. Once brined and ready to serve, add the sesame seeds and mix well.
Prepare grill for medium-high heat. In a large saucepan, whisk together piloncillo, vinegar, sambal, fish sauce, Sriracha, garlic, miso, and ginger. Add chicken and toss to coat. Transfer chicken to a plate and let sit until ready to grill. It’s OK to leave it out at room temperature for up to 30 minutes. If you need longer, cover with plastic and chill for up to 8 hours.
Transfer saucepan with marinade to the stove and bring to a boil; reduce heat, and simmer until reduced by half (about 1 cup), 7 to 10 minutes.
Grill chicken, turning and basting often with reduced marinade, until cooked through, 8 to 10 minutes. Toast buns on both sides.
Place one chicken thigh on bottom side of bun. Top with pickles, sliced scallion, and cilantro. Top with remaining bun and serve.