MAKES 4
1 Tbsp. Dijon mustard2 tsp. Worcestershire sauce2 garlic cloves, finely grated2 Tbsp. plus 2 tsp. fresh lemon juice2 tsp. freshly ground black pepper, plus more⅓ cup plus 2 tsp. extra-virgin olive oil; plus more for grill6 Tbsp. mayonnaise¼ cup chopped cornichons (about 9) Kosher salt4 large skinless, boneless chicken thighs (about 1½ lb. total)4 brioche buns, split1 medium fennel bulb, halved, thinly sliced, fronds coarsely chopped1 cup basil leaves, torn if large
1. Whisk mustard, Worcestershire sauce, garlic, 2 Tbsp. lemon juice, and 2 tsp. pepper in a medium bowl. Stream in ⅓ cup oil, whisking constantly until emulsified. Transfer half of marinade to a small bowl, then whisk in mayonnaise and cornichons; season dressing with salt. Set aside.
2. Season chicken thighs all over with salt and…
