To prepare the spicy mayonnaise: combine the mayonnaise and next 5 ingredients in a small bowl. Cover and chill. (I also have used a shortcut in the past and just combined mayo and hot sauce)
To prepare the meatballs: gently mix the ground chicken and next 12 ingredients in a large bowl. Using moistened hands, shape the mixture into 1 1/2 - 1 3/4 inch meatballs.
Heat the oil in a skillet over medium-high. Working in batches, saute the meatballs until cooked through, turning to brown on all sides. Keep warm.
Slice the rolls open lengthwise. Toast in the oven, if desired. Coat the insides of the rolls with spicy mayonnaise. Divide the meatballs among the sandwiches. Top with the pickled vegetables, jalapeno slices and cilantro sprigs.
Notes
I usually just take a shortcut and combine mayo and hot chili sauce to make the spicy mayo.
I use olive oil or vegetable oil, the original recipe calls for duck fat