In a large bowl whisk together buttermilk, egg, hot sauce and pickle juice. Place chicken thighs in marinade and cover. Refrigerate for at least two hours or up to 24 hours.
Once chicken has marinated, remove from fridge. Uncover and wipe off chicken thighs and set aside. Reserve marinade.
In a medium bowl whisk together flour, cornstarch, baking soda and salt. Now it’s time to dredge the chicken. Line a baking sheet with aluminum foil with a wire rack on top.
Dredge chicken thighs in the flour mixture, then into the reserved marinade and again in the flour mixture. Place on wire rack and let sit for 15 minutes before frying.
Fill a cast iron pan a third of the way up with vegetable oil. Heat oil to 350°F over medium high heat. Place chicken thighs skin side down. Cook chicken for about 8-10 minutes per side. Once chicken has reached an internal temperature of 160°F it is done and can be removed and placed on wire rack.
For the waffles
Pre-heat waffle iron and spray with nonstick baking spray.
In a large bowl whisk together flour, sugar, baking powder and salt. In a separate bowl whisk together the eggs, milk, melted butter and parsley. Mix the dry ingredients into the wet ingredients. Do not over mix.
Scoop 1/3 cup of the batter into the pre-heated waffle iron. Cook for about 2-3 minutes, or until nicely browned and crisp. Times may vary depending on your waffle maker.
Place waffles on wire rack with chicken thighs.
For the sauce
In a medium sized saucepan melt butter. Add flour and cook, whisking frequently for about 3-5 minutes. You want the mixture to be have a golden nutty hue.
Slowly pour in milk, while continuously whisking. Continue to whisk until mixture has thickened, about 7-8 minutes.
Remove from heat and whisk in cayenne and cheese until smooth. Stir in bacon pieces.
Place one piece of fried chicken over a waffle, pour over desired amount of cheese sauce and top with another waffle.