In a large bowl, whisk together all ingredients for the marinade. Reserve about 3 tbsp for the sandwiches during assembly.
Add the chicken thighs and turn to coat. Refrigerate and marinate for 30 minutes, or up to 12 hours.
Remove the chicken from the marinade. Air Fry at 400°F / 205°C for 15-18 Minutes, until charred around the edges and golden. Set aside.
Top the bottom of each brioche bun with a slice of cheese. Air Fry at 400°F / 205°C for 3 Minutes, or until the cheese has melted.
Layer slices of avocado on top of the melted cheese, followed by tomato slices, red onion slices, the honey-mustard chicken, and then lettuce. Spread the reserved honey mustard sauce on the top bun. Squish the sandwich together and take a big bite!