In a mixing bowl, combine coconut milk, curry powder, minced garlic, grated ginger, salt, and sugar to create a flavorful marinade. Coat the chicken thighs thoroughly and cover the bowl. Let the chicken marinate for at least 1 hour in the refrigerator, or for the best results, overnight.

While the chicken marinates, prepare the dry coating by mixing rice flour or cornstarch with a pinch of salt and pepper in a shallow dish. Set aside your prepared dry mix.

In a large, deep skillet or Dutch oven, heat vegetable oil to 350°F (175°C) over medium-high heat. Use a candy thermometer to ensure the oil reaches the right temperature before frying.

Dredge each marinated chicken thigh in the dry coating, ensuring it's fully covered. Carefully place the chicken in the hot oil and fry for 5-7 minutes per side, until golden brown and an internal temperature of 165°F (74°C) is reached. Transfer fried chicken to a wire rack to drain excess oil.

While the chicken cools slightly, whisk together the Thai chili sauce and yogurt in a separate bowl to create a creamy and spicy sandwich sauce.

Toast your buns lightly, spread a layer of the prepared sauce on the bottom of each bun, layer on the crispy fried chicken, followed by cucumber slices and pickled carrots. Add fresh herbs for an aromatic touch.

Garnish with cilantro sprigs, a squeeze of lime, or crushed peanuts for added texture. Serve immediately.