Make the marinade by combining milk, pickle juice, dried dill, salt, and pepper in a gallon freezer bag.
Add chicken cutlets to the bag and ensure that they are submerged and fully coated with the marinade. Seal the bag and place in a bowl (to prevent any spills) in the refrigerator for 1-2 hours.
About 20-30 minutes before removing the chicken from the refrigerator, heat oil to a temperature of around 350 degrees. We have a deep fryer, but use what you are most comfortable with (oil in a pot on your cooktop, cast iron skillet, etc). Into 2 glass baking dishes, add 2 beaten eggs into one dish, and the flour, dill, salt, and cayenne pepper into the other. Set these baking dishes next to your fryer as a breading station.
Remove chicken cutlets from the marinade, cover in the beaten eggs, cover in the flour mixture, then place in the hot oil. Cook for approximately 6-8 minutes, or until golden brown and the internal temperature of the chicken has reached 160 degrees. Remove and set aside on a plate covered with a paper towel and allow to cool slightly, enough for some carry-over cooking to bring the internal temperature to 165 degrees.
Serve chicken on sandwich rolls with 3-4 dill pickle slices and any toppings you prefer (lettuce, mayonnaise, tomato, or even more pickles).
